+17.1%
JD vs CHRW
+80.1%
-63.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -4.0% | +4.7% | -8.8% | -4.6% |
| 30D | +2.7% | -2.6% | +5.2% | +2.8% |
| 3M | -13.0% | -8.0% | -5.0% | -12.5% |
| 6M | -12.7% | -19.0% | +6.3% | -11.3% |
| YTD | -0.8% | -15.5% | +14.7% | -1.6% |
| 1Y | -8.9% | -10.8% | +1.9% | -10.8% |
| All | +17.1% | +80.1% | -63.0% | -19.1% |
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