+21.5%
JD vs CVE
+159.5%
-137.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -1.7% | +2.5% | -4.2% | -2.1% |
| 30D | -13.2% | +16.7% | -29.9% | -15.6% |
| 3M | -3.2% | +9.3% | -12.5% | -5.1% |
| 6M | +15.2% | +43.6% | -28.4% | +7.2% |
| YTD | +2.0% | +93.6% | -91.6% | -10.4% |
| 1Y | -5.4% | +98.8% | -104.1% | -17.4% |
| 3Y | -9.1% | +73.6% | -82.7% | -20.0% |
| 5Y | -59.6% | +312.5% | -372.1% | -69.8% |
| All | +21.5% | +159.5% | -137.9% | -14.4% |
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