-69.0%
CPNG vs JD
-65.8%
-3.2%
-81.5%
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% | -2.1% |
| 7D | -7.4% | -1.7% | -5.8% | -6.9% |
| 30D | -4.4% | -13.2% | +8.7% | +0.3% |
| 3M | -7.5% | -3.2% | -4.3% | -6.8% |
| 6M | -19.9% | +15.2% | -35.2% | -25.0% |
| YTD | -35.2% | +2.0% | -37.2% | -36.7% |
| 1Y | -46.8% | -5.4% | -41.4% | -46.8% |
| 3Y | -20.2% | -9.1% | -11.0% | -25.8% |
| 5Y | -48.4% | -59.6% | +11.2% | -36.7% |
| All | -69.0% | -65.8% | -3.2% | -60.1% |
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