+3,335.1%
CVNA vs JD
-8.8%
+3,343.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.9% |
| 7D | +5.9% | +7.9% | -2.0% | +1.7% |
| 30D | +19.7% | +4.8% | +14.9% | +16.9% |
| 3M | +7.6% | -13.9% | +21.6% | +15.8% |
| 6M | -2.2% | -5.8% | +3.7% | -0.9% |
| YTD | -9.6% | +2.4% | -12.1% | -12.8% |
| 1Y | +25.4% | -7.5% | +33.0% | +27.5% |
| 3Y | +1,152.6% | +20.9% | +1,131.8% | +858.7% |
| 5Y | +28.9% | -58.0% | +86.9% | +69.3% |
| All | +3,335.1% | -8.8% | +3,343.9% | +2,472.9% |
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