+34.4%
JD vs CNP
+146.5%
-112.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | +4.6% | +3.8% | +0.8% | +3.7% |
| 3M | -4.7% | +2.4% | -7.1% | -5.3% |
| 6M | -17.4% | -1.2% | -16.2% | -17.4% |
| YTD | +0.7% | +9.3% | -8.6% | -1.7% |
| 1Y | -5.9% | +6.4% | -12.3% | -7.6% |
| 3Y | +18.9% | +66.4% | -47.5% | +5.0% |
| 5Y | -62.9% | +75.7% | -138.6% | -67.9% |
| All | +34.4% | +146.5% | -112.1% | -5.4% |
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