+54.3%
JD vs CHRW
+231.8%
-177.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -13.2% | -3.5% | -9.7% | -12.5% |
| 3M | -3.2% | -19.4% | +16.2% | +1.5% |
| 6M | +15.2% | -21.4% | +36.6% | +20.9% |
| YTD | +2.0% | -7.1% | +9.1% | +0.7% |
| 1Y | -5.4% | +17.8% | -23.2% | -14.4% |
| 3Y | -9.1% | +78.8% | -87.9% | -31.0% |
| 5Y | -59.6% | +83.5% | -143.1% | -70.4% |
| 10Y | +26.2% | +160.2% | -134.0% | -21.2% |
| All | +54.3% | +231.8% | -177.4% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling