+87.5%
CLF vs JD
+31.1%
+56.4%
-82.4%
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% | +2.6% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | +1.9% | +4.2% | -2.3% | +0.2% |
| 3M | +5.9% | -12.8% | +18.6% | +9.4% |
| 6M | +16.9% | -8.8% | +25.7% | +18.7% |
| YTD | -1.1% | +0.5% | -1.6% | -2.6% |
| 1Y | +28.8% | -8.8% | +37.6% | +30.4% |
| 3Y | -20.6% | +18.6% | -39.2% | -28.6% |
| 5Y | -41.5% | -62.2% | +20.7% | -31.4% |
| 10Y | +87.5% | +32.2% | +55.3% | +59.3% |
| All | +87.5% | +31.1% | +56.4% | +59.3% |
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