-61.5%
JD vs CNI
+12.6%
-74.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -4.2% | -0.4% | -3.9% | -4.0% |
| 30D | -14.4% | -2.7% | -11.7% | -13.1% |
| 3M | -3.6% | +3.9% | -7.5% | -6.2% |
| 6M | -0.3% | +16.4% | -16.7% | -9.9% |
| YTD | -2.4% | +25.8% | -28.2% | -16.5% |
| 1Y | -18.5% | +32.4% | -50.9% | -32.8% |
| 3Y | -7.0% | +19.1% | -26.1% | -19.4% |
| All | -61.5% | +12.6% | -74.1% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling