+3,091.0%
CVNA vs JD
-11.6%
+3,102.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.4% |
| 7D | -1.7% | -4.0% | +2.3% | +0.3% |
| 30D | +17.3% | +2.7% | +14.7% | +15.7% |
| 3M | -2.3% | -13.0% | +10.8% | +4.6% |
| 6M | -3.9% | -12.7% | +8.8% | +1.3% |
| YTD | -16.1% | -0.8% | -15.3% | -17.7% |
| 1Y | +7.9% | -8.9% | +16.8% | +10.6% |
| 3Y | +1,113.4% | +17.0% | +1,096.4% | +844.3% |
| 5Y | +20.3% | -63.5% | +83.8% | +71.3% |
| All | +3,091.0% | -11.6% | +3,102.6% | +2,329.6% |
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