+80.1%
CLF vs JD
+31.7%
+48.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.5% | +7.7% |
| 7D | -14.1% | +7.9% | -22.0% | -16.2% |
| 30D | -5.5% | +4.8% | -10.3% | -7.2% |
| 3M | 0.0% | -13.9% | +13.9% | +3.7% |
| 6M | +11.3% | -5.8% | +17.1% | +11.9% |
| YTD | -7.7% | +2.4% | -10.1% | -9.6% |
| 1Y | +17.5% | -7.5% | +25.1% | +18.5% |
| 3Y | -25.4% | +20.9% | -46.3% | -33.3% |
| 5Y | -46.0% | -58.0% | +12.1% | -39.0% |
| 10Y | +80.1% | +28.9% | +51.2% | +51.0% |
| All | +80.1% | +31.7% | +48.4% | +51.0% |
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