+172.5%
CNC vs JD
+29.5%
+143.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -5.3% | -4.0% | -1.2% | -4.9% |
| 30D | +2.0% | +2.7% | -0.6% | +1.8% |
| 3M | +4.8% | -13.0% | +17.8% | +6.2% |
| 6M | +18.5% | -12.7% | +31.2% | +19.8% |
| YTD | +70.8% | -0.8% | +71.6% | +70.2% |
| 1Y | +94.1% | -8.9% | +103.0% | +95.1% |
| 3Y | -2.2% | +17.0% | -19.3% | -6.3% |
| 5Y | -7.4% | -63.5% | +56.1% | -1.2% |
| All | +172.5% | +29.5% | +143.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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