+54.3%
JD vs CNP
+154.4%
-100.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -13.2% | -1.8% | -11.3% | -12.9% |
| 3M | -3.2% | -4.6% | +1.5% | -2.4% |
| 6M | +15.2% | -8.8% | +24.1% | +17.2% |
| YTD | +2.0% | +5.2% | -3.3% | +0.4% |
| 1Y | -5.4% | +8.3% | -13.7% | -7.5% |
| 3Y | -9.1% | +54.9% | -64.0% | -18.6% |
| 5Y | -59.6% | +73.5% | -133.1% | -65.1% |
| 10Y | +26.2% | +139.1% | -112.9% | -7.5% |
| All | +54.3% | +154.4% | -100.0% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling