+17.8%
JD vs CNH
+7.0%
+10.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +1.0% |
| 7D | +13.4% | -1.7% | +15.1% | +13.8% |
| 30D | +7.7% | -7.2% | +14.9% | +9.5% |
| 3M | -11.3% | +6.5% | -17.8% | -13.9% |
| 6M | -5.1% | +7.9% | -13.0% | -9.1% |
| YTD | +5.0% | +26.6% | -21.5% | -5.8% |
| 1Y | -5.6% | +13.8% | -19.4% | -12.4% |
| 3Y | +17.8% | +9.2% | +8.6% | +7.7% |
| All | +17.8% | +7.0% | +10.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling