-5.6%
JD vs CVE
+67.8%
-73.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +13.4% | -16.1% | +29.5% | +12.1% |
| 30D | +7.7% | -10.4% | +18.1% | +6.8% |
| 3M | -11.3% | -2.4% | -8.9% | -12.3% |
| 6M | -5.1% | -4.4% | -0.7% | -6.7% |
| YTD | +5.0% | +64.9% | -59.9% | +0.6% |
| 1Y | -5.6% | +66.0% | -71.7% | -9.3% |
| All | -5.6% | +67.8% | -73.5% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling