+76.4%
CVS vs JD
+48.3%
+28.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | +4.0% | -1.7% | +5.6% | +4.1% |
| 30D | -2.4% | -13.2% | +10.8% | -1.5% |
| 3M | +2.7% | -3.2% | +5.8% | +2.8% |
| 6M | +21.9% | +15.2% | +6.6% | +20.4% |
| YTD | +24.7% | +2.0% | +22.8% | +24.3% |
| 1Y | +35.4% | -5.4% | +40.8% | +35.5% |
| 3Y | +65.2% | -9.1% | +74.3% | +62.8% |
| 5Y | +30.5% | -59.6% | +90.2% | +33.7% |
| 10Y | +40.4% | +26.2% | +14.1% | +19.3% |
| All | +76.4% | +48.3% | +28.1% | +48.6% |
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