+28.9%
JD vs CNH
+134.0%
-105.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.4% | -6.1% |
| 7D | +7.9% | +8.6% | -0.6% | +4.6% |
| 30D | +4.8% | +12.6% | -7.8% | +0.1% |
| 3M | -13.9% | +17.5% | -31.4% | -19.9% |
| 6M | -5.8% | +18.1% | -23.9% | -13.5% |
| YTD | +2.4% | +40.4% | -38.0% | -12.7% |
| 1Y | -7.5% | +34.0% | -41.5% | -20.1% |
| 3Y | +20.9% | +35.3% | -14.4% | +1.3% |
| 5Y | -58.0% | -5.1% | -52.9% | -60.9% |
| 10Y | +28.9% | +124.0% | -95.1% | -4.8% |
| All | +28.9% | +134.0% | -105.1% | -4.8% |
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