+300.4%
CNC vs JD
+46.5%
+254.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +2.2% | -4.1% | +6.3% | +2.7% |
| 30D | +1.6% | +4.6% | -3.0% | +1.1% |
| 3M | +7.9% | -4.7% | +12.7% | +8.5% |
| 6M | +21.2% | -17.4% | +38.5% | +23.5% |
| YTD | +73.2% | +0.7% | +72.5% | +72.3% |
| 1Y | +97.5% | -5.9% | +103.4% | +97.9% |
| 3Y | -1.2% | +18.9% | -20.1% | -6.1% |
| 5Y | -6.1% | -62.9% | +56.9% | -0.4% |
| 10Y | +181.3% | +32.5% | +148.7% | +112.9% |
| All | +300.4% | +46.5% | +254.0% | +197.4% |
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