+16.5%
JD vs CNQ
+426.2%
-409.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | -14.4% | +6.2% | -20.6% | -15.6% |
| 3M | -3.6% | +12.4% | -15.9% | -6.4% |
| 6M | -0.3% | +9.0% | -9.3% | -3.0% |
| YTD | -2.4% | +52.2% | -54.6% | -12.3% |
| 1Y | -18.5% | +65.0% | -83.6% | -28.3% |
| 3Y | -7.0% | +78.8% | -85.9% | -20.6% |
| 5Y | -61.7% | +286.0% | -347.7% | -72.6% |
| All | +16.5% | +426.2% | -409.7% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling