+32.2%
JD vs CHRW
+131.8%
-99.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.3% |
| 30D | +4.2% | -4.3% | +8.5% | +5.0% |
| 3M | -12.8% | -7.4% | -5.3% | -11.9% |
| 6M | -8.8% | -20.7% | +11.9% | -5.3% |
| YTD | +0.5% | -15.9% | +16.4% | +0.8% |
| 1Y | -8.8% | -9.9% | +1.1% | -10.5% |
| 3Y | +18.6% | +79.0% | -60.4% | -12.0% |
| 5Y | -62.2% | +61.3% | -123.6% | -71.7% |
| 10Y | +32.2% | +128.5% | -96.3% | -14.7% |
| All | +32.2% | +131.8% | -99.6% | -14.7% |
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