-29.6%
CLS vs JD
-9.8%
-19.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.1% | -9.5% |
| 7D | -21.1% | +9.0% | -30.1% | -22.3% |
| 30D | -38.2% | +5.2% | -43.4% | -38.8% |
| 3M | -36.3% | -15.9% | -20.4% | -33.4% |
| 6M | -43.8% | -7.7% | -36.1% | -43.5% |
| YTD | -20.0% | +0.1% | -20.1% | -21.4% |
| 1Y | -29.6% | -9.7% | -19.8% | -30.0% |
| All | -29.6% | -9.8% | -19.8% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling