+126.4%
CLF vs JD
+25.4%
+101.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.2% |
| 7D | +7.6% | -1.7% | +9.2% | +8.1% |
| 30D | -1.2% | -13.2% | +12.0% | +2.7% |
| 3M | -13.4% | -3.2% | -10.2% | -12.9% |
| 6M | +15.4% | +15.2% | +0.2% | +9.6% |
| YTD | -5.9% | +2.0% | -7.9% | -7.3% |
| 1Y | +18.8% | -5.4% | +24.2% | +20.0% |
| 3Y | -19.4% | -9.1% | -10.3% | -21.3% |
| 5Y | -47.7% | -59.6% | +11.9% | -40.1% |
| All | +126.4% | +25.4% | +101.0% | +81.4% |
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