-41.8%
CLF vs JD
-63.0%
+21.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +10.4% | -4.1% | +14.5% | +11.4% |
| 30D | +0.6% | +4.6% | -4.1% | -0.9% |
| 3M | +4.1% | -4.7% | +8.9% | +4.8% |
| 6M | +15.1% | -17.4% | +32.5% | +19.5% |
| YTD | -4.7% | +0.7% | -5.5% | -6.0% |
| 1Y | +20.4% | -5.9% | +26.2% | +20.7% |
| 3Y | -23.4% | +18.9% | -42.3% | -28.3% |
| All | -41.8% | -63.0% | +21.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling