+2,944.0%
CLS vs JD
+18.8%
+2,925.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +6.0% |
| 7D | +12.8% | -0.8% | +13.6% | +12.9% |
| 30D | +3.8% | -16.0% | +19.9% | +7.0% |
| 3M | -14.6% | -3.2% | -11.4% | -14.4% |
| 6M | +32.2% | +6.1% | +26.2% | +30.4% |
| YTD | +11.6% | -0.1% | +11.7% | +11.1% |
| 1Y | +35.1% | -12.7% | +47.8% | +37.5% |
| 3Y | +1,312.5% | -6.3% | +1,318.8% | +1,272.6% |
| 5Y | +3,542.1% | -61.3% | +3,603.4% | +3,822.4% |
| 10Y | +2,944.0% | +17.6% | +2,926.4% | +2,390.1% |
| All | +2,944.0% | +18.8% | +2,925.2% | +2,390.1% |
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