+30.5%
JD vs CVE
+136.1%
-105.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +13.4% | -16.1% | +29.5% | +16.6% |
| 30D | +7.7% | -10.4% | +18.1% | +9.4% |
| 3M | -11.3% | -2.4% | -8.9% | -11.5% |
| 6M | -5.1% | -4.4% | -0.7% | -5.3% |
| YTD | +5.0% | +64.9% | -59.9% | -5.6% |
| 1Y | -5.6% | +66.0% | -71.7% | -15.5% |
| 3Y | +17.8% | +57.7% | -39.9% | +5.0% |
| 5Y | -57.2% | +144.7% | -201.9% | -65.3% |
| All | +30.5% | +136.1% | -105.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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