+99.7%
CLF vs JD
+31.9%
+67.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.2% |
| 7D | -19.6% | +13.4% | -32.9% | -22.6% |
| 30D | -5.0% | +7.7% | -12.7% | -7.3% |
| 3M | -6.3% | -11.3% | +5.0% | -3.6% |
| 6M | +2.8% | -5.1% | +7.9% | +3.3% |
| YTD | -13.7% | +5.0% | -18.7% | -16.0% |
| 1Y | +13.6% | -5.6% | +19.2% | +13.9% |
| 3Y | -34.0% | +17.8% | -51.8% | -40.4% |
| 5Y | -48.7% | -57.2% | +8.4% | -42.5% |
| All | +99.7% | +31.9% | +67.8% | +72.5% |
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