+1,751.5%
CLS vs JD
+31.7%
+1,719.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.5% | +10.4% | +8.3% |
| 7D | -10.6% | +7.9% | -18.5% | -11.9% |
| 30D | -38.4% | +4.8% | -43.2% | -39.1% |
| 3M | -29.9% | -13.9% | -15.9% | -28.3% |
| 6M | -40.6% | -5.8% | -34.8% | -40.4% |
| YTD | -24.6% | +2.4% | -27.0% | -25.5% |
| 1Y | -30.8% | -7.5% | -23.2% | -30.4% |
| 3Y | +811.7% | +20.9% | +790.9% | +744.6% |
| 5Y | +1,838.4% | -58.0% | +1,896.5% | +1,952.5% |
| 10Y | +1,751.5% | +28.9% | +1,722.6% | +1,381.9% |
| All | +1,751.5% | +31.7% | +1,719.8% | +1,381.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling