+83.5%
CLF vs JD
+26.7%
+56.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -9.1% | +5.2% | -14.3% | -10.7% |
| 30D | -0.9% | +4.5% | -5.4% | -2.6% |
| 3M | +3.0% | -15.4% | +18.4% | +7.4% |
| 6M | +16.7% | -6.0% | +22.7% | +17.5% |
| YTD | -3.2% | +2.2% | -5.3% | -5.1% |
| 1Y | +24.6% | -6.7% | +31.3% | +25.3% |
| 3Y | -22.3% | +20.5% | -42.8% | -30.5% |
| 5Y | -41.2% | -58.4% | +17.2% | -33.4% |
| 10Y | +83.5% | +32.5% | +51.0% | +54.7% |
| All | +83.5% | +26.7% | +56.8% | +54.7% |
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