+5.7%
CVS vs JD
-58.0%
+63.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.1% |
| 7D | -7.1% | +13.4% | -20.4% | -7.4% |
| 30D | -4.0% | +7.7% | -11.7% | -4.2% |
| 3M | -12.2% | -11.3% | -1.0% | -12.0% |
| 6M | -2.2% | -5.1% | +3.0% | -2.1% |
| YTD | +8.9% | +5.0% | +3.9% | +8.7% |
| 1Y | +9.9% | -5.6% | +15.5% | +10.0% |
| 3Y | +32.1% | +17.8% | +14.3% | +30.7% |
| All | +5.7% | -58.0% | +63.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling