+18.0%
CTVA vs JD
-15.3%
+33.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | -1.3% |
| 7D | -5.8% | -3.0% | -2.8% | -5.8% |
| 30D | +11.1% | -19.3% | +30.4% | +11.0% |
| 3M | +13.2% | -6.0% | +19.2% | +13.0% |
| 6M | +8.7% | +1.8% | +6.9% | +7.7% |
| YTD | +27.3% | -2.6% | +29.9% | +26.2% |
| 1Y | +18.0% | -17.4% | +35.4% | +16.0% |
| All | +18.0% | -15.3% | +33.3% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling