+105.2%
CTVA vs JD
-61.6%
+166.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.1% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +12.0% | -16.0% | +28.1% | +13.6% |
| 3M | +13.5% | -3.2% | +16.7% | +13.6% |
| 6M | +12.1% | +6.1% | +6.1% | +11.2% |
| YTD | +29.0% | -0.1% | +29.1% | +28.5% |
| 1Y | +18.9% | -12.7% | +31.6% | +19.6% |
| 3Y | +78.9% | -6.3% | +85.2% | +76.1% |
| 5Y | +105.2% | -61.3% | +166.6% | +113.3% |
| All | +105.2% | -61.6% | +166.9% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling