+52.4%
JD vs CNI
+168.6%
-116.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -4.1% | +2.5% | -6.6% | -5.5% |
| 30D | +4.6% | +6.1% | -1.5% | +0.9% |
| 3M | -4.7% | +0.1% | -4.9% | -5.2% |
| 6M | -17.4% | +14.9% | -32.3% | -24.5% |
| YTD | +0.7% | +30.9% | -30.2% | -15.7% |
| 1Y | -5.9% | +33.9% | -39.8% | -22.4% |
| 3Y | +18.9% | +20.2% | -1.3% | +3.4% |
| 5Y | -62.9% | +8.2% | -71.1% | -65.9% |
| 10Y | +32.5% | +142.2% | -109.7% | -26.4% |
| All | +52.4% | +168.6% | -116.2% | -11.6% |
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