+73.4%
CL vs JD
+31.9%
+41.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +1.3% | +13.4% | -12.0% | +0.9% |
| 30D | +11.4% | +7.7% | +3.7% | +11.1% |
| 3M | +4.4% | -11.3% | +15.7% | +4.8% |
| 6M | +10.8% | -5.1% | +15.9% | +10.9% |
| YTD | +25.1% | +5.0% | +20.1% | +24.8% |
| 1Y | +28.0% | -5.6% | +33.6% | +28.0% |
| 3Y | +37.6% | +17.8% | +19.8% | +35.4% |
| 5Y | +39.7% | -57.2% | +96.9% | +41.8% |
| All | +73.4% | +31.9% | +41.4% | +52.0% |
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