-18.7%
JD vs CNI
+32.7%
-51.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | -15.4% | -3.5% | -11.8% | -14.7% |
| 3M | -5.0% | +2.2% | -7.2% | -5.9% |
| 6M | +0.9% | +15.1% | -14.2% | -3.7% |
| YTD | -2.5% | +24.7% | -27.2% | -10.1% |
| All | -18.7% | +32.7% | -51.3% | -26.5% |
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