+3,159.9%
CVNA vs JD
-10.3%
+3,170.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.4% |
| 7D | -1.6% | -4.1% | +2.5% | +0.5% |
| 30D | +24.9% | +4.6% | +20.3% | +22.0% |
| 3M | -1.8% | -4.7% | +2.9% | +0.6% |
| 6M | +3.5% | -17.4% | +20.9% | +12.8% |
| YTD | -14.3% | +0.7% | -15.0% | -16.5% |
| 1Y | +13.6% | -5.9% | +19.5% | +14.5% |
| 3Y | +1,163.4% | +18.9% | +1,144.6% | +875.4% |
| 5Y | +22.9% | -62.9% | +85.8% | +73.7% |
| All | +3,159.9% | -10.3% | +3,170.2% | +2,363.0% |
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 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