-5.6%
JD vs CNP
+7.1%
-12.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.9% |
| 7D | +13.4% | -4.2% | +17.6% | +12.6% |
| 30D | +7.7% | +5.5% | +2.2% | +8.5% |
| 3M | -11.3% | +0.6% | -11.8% | -11.1% |
| 6M | -5.1% | -2.8% | -2.3% | -5.6% |
| YTD | +5.0% | +7.9% | -2.8% | +6.9% |
| 1Y | -5.6% | +6.7% | -12.3% | -4.0% |
| All | -5.6% | +7.1% | -12.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling