+34.4%
JD vs CNH
+106.0%
-71.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.1% | +3.0% | -7.1% | -5.5% |
| 30D | +4.6% | -0.6% | +5.2% | +4.2% |
| 3M | -4.7% | +14.6% | -19.4% | -10.8% |
| 6M | -17.4% | +11.8% | -29.1% | -22.8% |
| YTD | +0.7% | +30.4% | -29.7% | -12.2% |
| 1Y | -5.9% | +19.1% | -24.9% | -15.3% |
| 3Y | +18.9% | +30.2% | -11.3% | +0.6% |
| 5Y | -62.9% | -17.8% | -45.1% | -63.8% |
| All | +34.4% | +106.0% | -71.7% | -1.5% |
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