+0.9%
JD vs CNQ
+13.9%
-13.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.6% |
| 30D | -15.4% | +6.7% | -22.1% | -15.4% |
| 3M | -5.0% | +12.8% | -17.8% | -5.9% |
| 6M | +0.9% | +13.3% | -12.4% | +0.3% |
| All | +0.9% | +13.9% | -13.0% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling