+77.3%
CL vs JD
+48.3%
+29.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -1.5% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -4.8% | -13.2% | +8.3% | -4.3% |
| 3M | +4.9% | -3.2% | +8.1% | +5.0% |
| 6M | -5.7% | +15.2% | -20.9% | -6.3% |
| YTD | +14.4% | +2.0% | +12.4% | +14.1% |
| 1Y | +8.7% | -5.4% | +14.1% | +8.8% |
| 3Y | +30.0% | -9.1% | +39.1% | +29.0% |
| 5Y | +28.4% | -59.6% | +88.0% | +30.4% |
| 10Y | +50.1% | +26.2% | +23.9% | +33.8% |
| All | +77.3% | +48.3% | +29.1% | +58.6% |
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