+3,206.8%
CVNA vs JD
-13.2%
+3,220.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.5% |
| 30D | -1.0% | -19.3% | +18.3% | +10.2% |
| 3M | +5.5% | -6.0% | +11.5% | +8.2% |
| 6M | +11.8% | +1.8% | +10.0% | +8.7% |
| YTD | -13.0% | -2.6% | -10.5% | -13.8% |
| 1Y | -2.1% | -17.4% | +15.3% | +5.7% |
| 3Y | +681.6% | -8.6% | +690.2% | +605.6% |
| 5Y | +11.6% | -61.6% | +73.2% | +52.3% |
| All | +3,206.8% | -13.2% | +3,220.0% | +2,444.5% |
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