-26.3%
CLF vs JD
+50.3%
-76.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.3% | -15.5% | -13.1% |
| 7D | -21.0% | +11.7% | -32.7% | -23.6% |
| 30D | -8.0% | +8.1% | -16.1% | -10.3% |
| 3M | -10.9% | -12.0% | +1.1% | -8.2% |
| 6M | +5.8% | -3.5% | +9.3% | +5.8% |
| YTD | -15.1% | +3.3% | -18.5% | -17.0% |
| 1Y | +7.2% | -7.4% | +14.7% | +8.1% |
| 3Y | -34.2% | +16.6% | -50.8% | -40.3% |
| 5Y | -49.6% | -57.9% | +8.3% | -43.7% |
| 10Y | +109.9% | +32.6% | +77.3% | +52.8% |
| All | -26.3% | +50.3% | -76.6% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling