-7.2%
JD vs CNI
+19.3%
-26.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.1% |
| 7D | -3.0% | +0.9% | -3.8% | -3.3% |
| 30D | -19.3% | -2.1% | -17.2% | -18.7% |
| 3M | -6.0% | +1.8% | -7.8% | -7.2% |
| 6M | +1.8% | +14.8% | -13.0% | -5.5% |
| YTD | -2.6% | +25.4% | -28.0% | -14.1% |
| 1Y | -17.4% | +32.9% | -50.4% | -29.6% |
| All | -7.2% | +19.3% | -26.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling