+218.9%
CTVA vs JD
+13.9%
+205.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.7% | -2.6% | -2.1% | -4.3% |
| 30D | +11.1% | -15.4% | +26.4% | +13.4% |
| 3M | +13.7% | -5.0% | +18.7% | +14.2% |
| 6M | +11.2% | +0.9% | +10.3% | +10.5% |
| YTD | +26.9% | -2.5% | +29.4% | +26.6% |
| 1Y | +18.8% | -16.0% | +34.8% | +20.6% |
| 3Y | +75.9% | -8.5% | +84.5% | +71.8% |
| 5Y | +105.2% | -61.8% | +167.0% | +120.0% |
| All | +218.9% | +13.9% | +205.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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