+80.4%
CLF vs JD
+29.5%
+50.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +16.0% | -4.0% | +20.0% | +17.2% |
| 30D | +1.6% | +2.7% | -1.0% | +0.4% |
| 3M | +6.7% | -13.0% | +19.7% | +10.3% |
| 6M | +21.1% | -12.7% | +33.8% | +24.6% |
| YTD | -1.6% | -0.8% | -0.8% | -2.8% |
| 1Y | +18.5% | -8.9% | +27.4% | +20.0% |
| 3Y | -21.0% | +17.0% | -38.1% | -28.8% |
| 5Y | -41.4% | -63.5% | +22.1% | -30.5% |
| All | +80.4% | +29.5% | +50.9% | +54.1% |
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