-46.9%
CPNG vs JD
-9.8%
-37.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +8.9% | +11.2% |
| 7D | +20.8% | +9.0% | +11.9% | +18.8% |
| 30D | +20.1% | +5.2% | +14.9% | +18.9% |
| 3M | +1.6% | -15.9% | +17.5% | +3.0% |
| 6M | -15.8% | -7.7% | -8.2% | -16.3% |
| YTD | -27.7% | +0.1% | -27.8% | -30.7% |
| 1Y | -46.9% | -9.7% | -37.2% | -47.9% |
| All | -46.9% | -9.8% | -37.1% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling