-9.7%
JD vs CNQ
+61.9%
-71.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.4% | +10.4% | +2.6% |
| 7D | +9.0% | -9.4% | +18.4% | +8.4% |
| 30D | +5.2% | +2.8% | +2.4% | +4.9% |
| 3M | -15.9% | +8.5% | -24.4% | -16.3% |
| 6M | -7.7% | +6.4% | -14.1% | -8.8% |
| YTD | +0.1% | +50.9% | -50.8% | -1.6% |
| 1Y | -9.7% | +62.8% | -72.6% | -8.1% |
| All | -9.7% | +61.9% | -71.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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