+32.5%
JD vs CNH
+107.8%
-75.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.1% | +1.2% |
| 7D | +5.2% | +4.5% | +0.7% | +3.2% |
| 30D | +4.5% | +7.6% | -3.1% | +1.3% |
| 3M | -15.4% | +17.0% | -32.4% | -21.3% |
| 6M | -6.0% | +12.9% | -19.0% | -12.5% |
| YTD | +2.2% | +34.3% | -32.1% | -11.7% |
| 1Y | -6.7% | +28.5% | -35.2% | -18.3% |
| 3Y | +20.5% | +31.9% | -11.3% | +1.7% |
| 5Y | -58.4% | -9.6% | -48.8% | -60.7% |
| 10Y | +32.5% | +106.3% | -73.8% | -4.1% |
| All | +32.5% | +107.8% | -75.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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