-51.4%
CLF vs JD
-58.0%
+6.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.3% |
| 7D | -19.6% | +13.4% | -32.9% | -22.1% |
| 30D | -5.0% | +7.7% | -12.7% | -6.9% |
| 3M | -6.3% | -11.3% | +5.0% | -4.0% |
| 6M | +2.8% | -5.1% | +7.9% | +3.2% |
| YTD | -13.7% | +5.0% | -18.7% | -15.6% |
| 1Y | +13.6% | -5.6% | +19.2% | +13.9% |
| 3Y | -34.0% | +17.8% | -51.8% | -38.1% |
| All | -51.4% | -58.0% | +6.5% | -46.6% |
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