+206.2%
CTVA vs JD
+19.3%
+186.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.4% | +5.2% | -2.8% | +1.7% |
| 30D | -8.1% | +4.5% | -12.6% | -8.6% |
| 3M | +6.3% | -15.4% | +21.7% | +8.5% |
| 6M | +0.4% | -6.0% | +6.5% | +0.9% |
| YTD | +21.8% | +2.2% | +19.7% | +20.7% |
| 1Y | +24.9% | -6.7% | +31.5% | +25.2% |
| 3Y | +92.3% | +20.5% | +71.8% | +81.0% |
| 5Y | +78.9% | -58.4% | +137.3% | +89.3% |
| All | +206.2% | +19.3% | +186.9% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling