+28.9%
JD vs CHRW
+131.6%
-102.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.2% |
| 7D | +7.9% | +0.2% | +7.7% | +7.7% |
| 30D | +4.8% | -9.4% | +14.1% | +7.0% |
| 3M | -13.9% | -13.3% | -0.7% | -11.6% |
| 6M | -5.8% | -24.2% | +18.3% | -1.1% |
| YTD | +2.4% | -18.9% | +21.3% | +3.7% |
| 1Y | -7.5% | -12.4% | +4.8% | -8.7% |
| 3Y | +20.9% | +72.2% | -51.4% | -9.2% |
| 5Y | -58.0% | +53.4% | -111.4% | -68.0% |
| 10Y | +28.9% | +127.0% | -98.1% | -15.6% |
| All | +28.9% | +131.6% | -102.7% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling