+41.9%
CVS vs JD
+14.7%
+27.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.7% |
| 30D | -0.3% | -19.3% | +19.0% | +1.1% |
| 3M | -1.1% | -6.0% | +4.9% | -0.8% |
| 6M | +23.7% | +1.8% | +21.9% | +23.3% |
| YTD | +23.0% | -2.6% | +25.6% | +23.0% |
| 1Y | +37.2% | -17.4% | +54.6% | +38.5% |
| 3Y | +62.4% | -8.6% | +71.0% | +60.0% |
| 5Y | +31.8% | -61.6% | +93.4% | +36.0% |
| 10Y | +41.9% | +16.9% | +25.0% | +15.6% |
| All | +41.9% | +14.7% | +27.2% | +15.6% |
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