-9.7%
JD vs CNI
+37.5%
-47.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.7% |
| 7D | +9.0% | +3.7% | +5.2% | +8.3% |
| 30D | +5.2% | +8.1% | -2.9% | +4.0% |
| 3M | -15.9% | +1.9% | -17.8% | -16.0% |
| 6M | -7.7% | +19.2% | -26.9% | -11.2% |
| YTD | +0.1% | +32.7% | -32.7% | -8.0% |
| 1Y | -9.7% | +37.0% | -46.7% | -17.9% |
| All | -9.7% | +37.5% | -47.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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