+13.6%
CVNA vs JD
-61.6%
+75.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +1.1% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | +5.5% | -16.0% | +21.5% | +14.2% |
| 3M | +7.6% | -3.2% | +10.8% | +8.7% |
| 6M | +17.6% | +6.1% | +11.5% | +12.4% |
| YTD | -11.5% | -0.1% | -11.4% | -13.1% |
| 1Y | +0.4% | -12.7% | +13.1% | +5.0% |
| 3Y | +695.6% | -6.3% | +701.9% | +615.0% |
| 5Y | +13.6% | -61.3% | +74.9% | +51.8% |
| All | +13.6% | -61.6% | +75.2% | +51.8% |
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