+64.4%
CVS vs JD
+46.1%
+18.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +12.0% | +0.4% | +11.5% | +11.9% |
| 30D | +2.8% | +4.2% | -1.5% | +2.4% |
| 3M | -3.6% | -12.8% | +9.2% | -2.7% |
| 6M | -1.6% | -8.8% | +7.2% | -1.2% |
| YTD | +16.3% | +0.5% | +15.8% | +15.9% |
| 1Y | +15.5% | -8.8% | +24.3% | +15.9% |
| 3Y | +48.1% | +18.6% | +29.5% | +43.1% |
| 5Y | +12.3% | -62.2% | +74.6% | +15.9% |
| 10Y | +62.7% | +32.2% | +30.5% | +37.7% |
| All | +64.4% | +46.1% | +18.3% | +38.6% |
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 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