+28.4%
JD vs CVE
+137.5%
-109.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.7% |
| 7D | +11.7% | -14.1% | +25.8% | +14.4% |
| 30D | +8.1% | -11.6% | +19.7% | +10.0% |
| 3M | -12.0% | 0.0% | -12.0% | -12.6% |
| 6M | -3.5% | -8.4% | +4.9% | -3.0% |
| YTD | +3.3% | +65.9% | -62.6% | -7.3% |
| 1Y | -7.4% | +69.4% | -76.8% | -17.4% |
| 3Y | +16.6% | +55.9% | -39.3% | +4.1% |
| 5Y | -57.9% | +146.2% | -204.0% | -65.9% |
| All | +28.4% | +137.5% | -109.1% | -8.2% |
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