+276.7%
CNC vs JD
+48.3%
+228.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | +3.5% | -1.7% | +5.2% | +3.7% |
| 30D | +0.1% | -13.2% | +13.2% | +1.6% |
| 3M | +6.9% | -3.2% | +10.1% | +7.2% |
| 6M | +49.0% | +15.2% | +33.8% | +46.1% |
| YTD | +62.9% | +2.0% | +60.9% | +61.9% |
| 1Y | +134.0% | -5.4% | +139.4% | +134.3% |
| 3Y | +9.4% | -9.1% | +18.5% | +7.3% |
| 5Y | +4.1% | -59.6% | +63.8% | +8.5% |
| 10Y | +95.4% | +26.2% | +69.2% | +49.1% |
| All | +276.7% | +48.3% | +228.4% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling