+231.7%
CTVA vs JD
+19.1%
+212.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.1% |
| 7D | +4.9% | -1.7% | +6.6% | +5.2% |
| 30D | +11.9% | -13.2% | +25.1% | +13.9% |
| 3M | +13.7% | -3.2% | +16.9% | +13.9% |
| 6M | +13.1% | +15.2% | -2.1% | +10.5% |
| YTD | +32.0% | +2.0% | +30.0% | +30.9% |
| 1Y | +22.1% | -5.4% | +27.4% | +21.9% |
| 3Y | +77.5% | -9.1% | +86.6% | +73.5% |
| 5Y | +106.3% | -59.6% | +165.9% | +119.2% |
| All | +231.7% | +19.1% | +212.5% | +84.9% |
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