+60.4%
CVS vs JD
+31.5%
+29.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +6.6% | -4.1% | +10.7% | +6.9% |
| 30D | -0.4% | +4.6% | -5.1% | -0.8% |
| 3M | -5.3% | -4.7% | -0.5% | -5.0% |
| 6M | -7.7% | -17.4% | +9.6% | -6.6% |
| YTD | +16.0% | +0.7% | +15.3% | +15.7% |
| 1Y | +16.2% | -5.9% | +22.1% | +16.4% |
| 3Y | +47.6% | +18.9% | +28.7% | +42.5% |
| 5Y | +12.3% | -62.9% | +75.3% | +16.9% |
| All | +60.4% | +31.5% | +29.0% | +30.6% |
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 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