-9.5%
JD vs CHRW
+78.9%
-88.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -13.2% | -3.5% | -9.7% | -12.7% |
| 3M | -3.2% | -19.4% | +16.2% | -0.4% |
| 6M | +15.2% | -21.4% | +36.6% | +18.7% |
| YTD | +2.0% | -7.1% | +9.1% | +0.4% |
| 1Y | -5.4% | +17.8% | -23.2% | -13.1% |
| All | -9.5% | +78.9% | -88.4% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling