-57.1%
JD vs CHD
+30.9%
-88.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | +13.4% | +2.0% | +11.4% | +13.3% |
| 30D | +7.7% | +13.0% | -5.3% | +7.4% |
| 3M | -11.3% | +6.1% | -17.4% | -11.4% |
| 6M | -5.1% | +15.9% | -21.0% | -5.5% |
| YTD | +5.0% | +31.6% | -26.6% | +4.8% |
| 1Y | -5.6% | +28.5% | -34.1% | -5.9% |
| 3Y | +17.8% | +30.5% | -12.7% | +17.8% |
| All | -57.1% | +30.9% | -88.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling