+28.9%
JD vs CNP
+142.6%
-113.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +7.9% | -4.3% | +12.2% | +8.8% |
| 30D | +4.8% | +5.7% | -1.0% | +3.5% |
| 3M | -13.9% | +0.9% | -14.8% | -14.2% |
| 6M | -5.8% | -1.1% | -4.8% | -5.9% |
| YTD | +2.4% | +8.3% | -5.8% | +0.2% |
| 1Y | -7.5% | +5.9% | -13.5% | -9.2% |
| 3Y | +20.9% | +64.6% | -43.8% | +7.0% |
| 5Y | -58.0% | +74.6% | -132.6% | -63.6% |
| 10Y | +28.9% | +139.8% | -111.0% | -10.9% |
| All | +28.9% | +142.6% | -113.7% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling