+5.8%
CLF vs JD
-4.0%
+9.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.3% | -15.5% | -11.9% |
| 7D | -21.0% | +11.7% | -32.7% | -20.9% |
| 30D | -8.0% | +8.1% | -16.1% | -7.8% |
| 3M | -10.9% | -12.0% | +1.1% | -8.2% |
| 6M | +5.8% | -3.5% | +9.3% | +5.3% |
| All | +5.8% | -4.0% | +9.8% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling