+21.5%
JD vs CNH
+165.6%
-144.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | +0.5% |
| 7D | -1.7% | +23.3% | -25.0% | -8.8% |
| 30D | -13.2% | +33.5% | -46.6% | -21.9% |
| 3M | -3.2% | +32.7% | -35.9% | -13.4% |
| 6M | +15.2% | +22.2% | -7.0% | +5.2% |
| YTD | +2.0% | +57.7% | -55.7% | -15.6% |
| 1Y | -5.4% | +28.0% | -33.4% | -15.8% |
| 3Y | -9.1% | +11.5% | -20.6% | -17.2% |
| 5Y | -59.6% | +11.9% | -71.5% | -64.1% |
| All | +21.5% | +165.6% | -144.2% | -17.7% |
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