+56.4%
JD vs CNH
+48.7%
+7.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.5% |
| 7D | +11.7% | -0.4% | +12.1% | +11.7% |
| 30D | +8.1% | -15.2% | +23.3% | +13.4% |
| 3M | -12.0% | +4.3% | -16.2% | -14.3% |
| 6M | -3.5% | +10.1% | -13.6% | -8.7% |
| YTD | +3.3% | +23.2% | -19.8% | -6.8% |
| 1Y | -7.4% | +8.5% | -15.9% | -13.1% |
| 3Y | +16.6% | +4.1% | +12.5% | +8.2% |
| 5Y | -57.9% | -17.8% | -40.0% | -58.5% |
| 10Y | +32.6% | +113.3% | -80.7% | -3.8% |
| All | +56.4% | +48.7% | +7.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling