+98.3%
CL vs JD
+50.3%
+48.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | +5.9% | +11.7% | -5.8% | +5.5% |
| 30D | +13.8% | +8.1% | +5.7% | +13.4% |
| 3M | +6.4% | -12.0% | +18.4% | +6.9% |
| 6M | +15.6% | -3.5% | +19.1% | +15.7% |
| YTD | +27.9% | +3.3% | +24.5% | +27.5% |
| 1Y | +31.4% | -7.4% | +38.8% | +31.6% |
| 3Y | +41.4% | +16.6% | +24.8% | +38.7% |
| 5Y | +42.8% | -57.9% | +100.6% | +44.9% |
| 10Y | +79.7% | +32.6% | +47.1% | +59.6% |
| All | +98.3% | +50.3% | +48.0% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling