+3,259.9%
CVNA vs JD
-9.1%
+3,269.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.6% |
| 30D | +7.4% | -13.2% | +20.5% | +15.2% |
| 3M | +12.7% | -3.2% | +15.9% | +13.9% |
| 6M | +17.9% | +15.2% | +2.7% | +7.2% |
| YTD | -11.6% | +2.0% | -13.6% | -14.4% |
| 1Y | +0.8% | -5.4% | +6.1% | +1.3% |
| 3Y | +633.4% | -9.1% | +642.5% | +566.6% |
| 5Y | +13.5% | -59.6% | +73.1% | +50.7% |
| All | +3,259.9% | -9.1% | +3,269.1% | +2,426.1% |
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