-20.0%
CPNG vs JD
-6.1%
-13.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.1% | -2.8% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -8.7% | -16.0% | +7.3% | -6.0% |
| 3M | -2.4% | -3.2% | +0.7% | -2.1% |
| 6M | -22.3% | +6.1% | -28.4% | -23.7% |
| YTD | -37.2% | -0.1% | -37.1% | -37.7% |
| 1Y | -53.0% | -12.7% | -40.2% | -52.3% |
| 3Y | -20.0% | -6.3% | -13.7% | -17.7% |
| All | -20.0% | -6.1% | -13.9% | -17.7% |
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 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