-9.7%
JD vs CHRW
-10.6%
+0.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +9.0% | +4.9% | +4.1% | +9.0% |
| 30D | +5.2% | -4.8% | +10.0% | +5.1% |
| 3M | -15.9% | -13.1% | -2.8% | -16.1% |
| 6M | -7.7% | -16.3% | +8.7% | -8.2% |
| YTD | +0.1% | -15.8% | +15.9% | -2.3% |
| 1Y | -9.7% | -11.1% | +1.4% | -12.5% |
| All | -9.7% | -10.6% | +0.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling