+57.2%
CVS vs JD
+26.7%
+30.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.4% |
| 7D | -2.6% | +5.2% | -7.8% | -3.0% |
| 30D | +4.0% | +4.5% | -0.5% | +3.7% |
| 3M | -6.3% | -15.4% | +9.1% | -5.3% |
| 6M | -0.4% | -6.0% | +5.7% | -0.1% |
| YTD | +15.6% | +2.2% | +13.4% | +15.1% |
| 1Y | +18.3% | -6.7% | +25.0% | +18.6% |
| 3Y | +47.3% | +20.5% | +26.7% | +42.1% |
| 5Y | +13.2% | -58.4% | +71.6% | +16.0% |
| 10Y | +57.2% | +32.5% | +24.7% | +27.1% |
| All | +57.2% | +26.7% | +30.5% | +27.1% |
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 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