-51.2%
CPNG vs JD
-60.9%
+9.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.5% |
| 7D | -7.6% | -3.0% | -4.6% | -6.6% |
| 30D | -8.8% | -19.3% | +10.5% | -2.0% |
| 3M | -7.2% | -6.0% | -1.2% | -5.7% |
| 6M | -21.5% | +1.8% | -23.3% | -23.0% |
| YTD | -37.4% | -2.6% | -34.9% | -37.9% |
| 1Y | -54.3% | -17.4% | -36.9% | -52.1% |
| 3Y | -20.3% | -8.6% | -11.7% | -26.2% |
| 5Y | -51.2% | -61.6% | +10.4% | -40.8% |
| All | -51.2% | -60.9% | +9.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling