+47.8%
JD vs CNQ
+317.6%
-269.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -4.2% | -0.8% | -3.5% | -4.1% |
| 30D | -14.4% | +5.3% | -19.6% | -15.5% |
| 3M | -3.6% | +11.4% | -14.9% | -6.1% |
| 6M | -0.3% | +8.1% | -8.4% | -2.8% |
| YTD | -2.4% | +50.9% | -53.2% | -11.9% |
| 1Y | -18.5% | +63.6% | -82.1% | -28.0% |
| 3Y | -7.0% | +77.2% | -84.3% | -20.2% |
| 5Y | -61.7% | +282.5% | -344.2% | -72.5% |
| 10Y | +17.1% | +416.1% | -399.0% | -26.2% |
| All | +47.8% | +317.6% | -269.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling