+86.2%
CL vs JD
+29.5%
+56.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +9.5% | +2.7% | +6.8% | +9.4% |
| 3M | +6.6% | -13.0% | +19.7% | +7.1% |
| 6M | +13.2% | -12.7% | +25.9% | +13.7% |
| YTD | +26.9% | -0.8% | +27.7% | +26.7% |
| 1Y | +27.6% | -8.9% | +36.5% | +27.8% |
| 3Y | +39.1% | +17.0% | +22.1% | +36.9% |
| 5Y | +41.3% | -63.5% | +104.8% | +44.8% |
| All | +86.2% | +29.5% | +56.7% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling