+54.3%
JD vs CNI
+159.2%
-104.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | -2.1% | +0.4% | -0.5% |
| 30D | -13.2% | -3.3% | -9.9% | -11.6% |
| 3M | -3.2% | +3.8% | -7.0% | -5.8% |
| 6M | +15.2% | +12.7% | +2.6% | +6.3% |
| YTD | +2.0% | +26.3% | -24.3% | -12.5% |
| 1Y | -5.4% | +29.9% | -35.3% | -20.5% |
| 3Y | -9.1% | +15.9% | -25.0% | -19.1% |
| 5Y | -59.6% | +6.9% | -66.6% | -62.6% |
| 10Y | +26.2% | +126.8% | -100.5% | -27.2% |
| All | +54.3% | +159.2% | -104.9% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling