-1.3%
CNC vs JD
-6.1%
+4.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.8% | -16.0% | +14.2% | -0.8% |
| 3M | -0.7% | -3.2% | +2.5% | -0.6% |
| 6M | +47.9% | +6.1% | +41.9% | +47.1% |
| YTD | +56.9% | -0.1% | +57.1% | +56.6% |
| 1Y | +123.9% | -12.7% | +136.7% | +125.1% |
| 3Y | -1.3% | -6.3% | +5.0% | -0.9% |
| All | -1.3% | -6.1% | +4.9% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling