-63.5%
JD vs CNP
+73.9%
-137.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.0% | +2.5% | -6.5% | -4.3% |
| 30D | +2.7% | +4.0% | -1.4% | +2.0% |
| 3M | -13.0% | +1.6% | -14.7% | -13.3% |
| 6M | -12.7% | -1.7% | -11.0% | -12.7% |
| YTD | -0.8% | +8.6% | -9.4% | -2.6% |
| 1Y | -8.9% | +5.8% | -14.7% | -10.2% |
| 3Y | +17.0% | +63.0% | -46.0% | +5.2% |
| 5Y | -63.5% | +74.7% | -138.2% | -64.6% |
| All | -63.5% | +73.9% | -137.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling