-5.4%
JD vs CHRW
+16.7%
-22.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.9% |
| 7D | -1.7% | -1.8% | +0.2% | -1.7% |
| 30D | -13.2% | -3.9% | -9.3% | -13.2% |
| 3M | -3.2% | -19.7% | +16.6% | -3.4% |
| 6M | +15.2% | -21.7% | +36.9% | +15.0% |
| YTD | +2.0% | -7.5% | +9.5% | +2.4% |
| 1Y | -5.4% | +17.3% | -22.7% | -2.3% |
| All | -5.4% | +16.7% | -22.1% | -2.3% |
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