-63.5%
JD vs CNH
-16.3%
-47.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | 0.0% |
| 7D | -4.0% | +6.4% | -10.4% | -6.2% |
| 30D | +2.7% | -1.6% | +4.3% | +2.7% |
| 3M | -13.0% | +11.6% | -24.6% | -17.7% |
| 6M | -12.7% | +12.5% | -25.2% | -18.6% |
| YTD | -0.8% | +31.1% | -31.9% | -14.1% |
| 1Y | -8.9% | +17.0% | -25.9% | -17.6% |
| 3Y | +17.0% | +28.7% | -11.7% | -2.1% |
| 5Y | -63.5% | -17.4% | -46.1% | -66.0% |
| All | -63.5% | -16.3% | -47.2% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling