+17.8%
JD vs CNP
+60.3%
-42.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +13.4% | -4.2% | +17.6% | +13.8% |
| 30D | +7.7% | +5.5% | +2.2% | +7.0% |
| 3M | -11.3% | +0.6% | -11.8% | -11.4% |
| 6M | -5.1% | -2.8% | -2.3% | -5.0% |
| YTD | +5.0% | +7.9% | -2.8% | +3.0% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.3% |
| 3Y | +17.8% | +61.1% | -43.4% | -2.4% |
| All | +17.8% | +60.3% | -42.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling