+59.0%
JD vs CNP
+160.7%
-101.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | +13.4% | -4.2% | +17.6% | +14.3% |
| 30D | +7.7% | +5.5% | +2.2% | +6.4% |
| 3M | -11.3% | +0.6% | -11.8% | -11.5% |
| 6M | -5.1% | -2.8% | -2.3% | -4.9% |
| YTD | +5.0% | +7.9% | -2.8% | +2.8% |
| 1Y | -5.6% | +6.7% | -12.3% | -7.5% |
| 3Y | +17.8% | +61.1% | -43.4% | +4.4% |
| 5Y | -57.2% | +73.0% | -130.1% | -62.9% |
| 10Y | +34.8% | +141.9% | -107.1% | -1.4% |
| All | +59.0% | +160.7% | -101.7% | +18.2% |
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