+59.0%
JD vs CHRW
+181.6%
-122.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +2.2% |
| 7D | +13.4% | +0.6% | +12.8% | +13.1% |
| 30D | +7.7% | -7.3% | +15.0% | +9.4% |
| 3M | -11.3% | -14.2% | +2.9% | -8.5% |
| 6M | -5.1% | -25.1% | +19.9% | +0.1% |
| YTD | +5.0% | -21.2% | +26.2% | +7.3% |
| 1Y | -5.6% | -14.2% | +8.5% | -6.3% |
| 3Y | +17.8% | +63.5% | -45.7% | -9.8% |
| 5Y | -57.2% | +49.6% | -106.8% | -67.0% |
| 10Y | +34.8% | +129.4% | -94.6% | -13.9% |
| All | +59.0% | +181.6% | -122.7% | +2.9% |
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