+2,620.8%
CLS vs JD
+48.3%
+2,572.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +4.6% | -1.7% | +6.2% | +4.9% |
| 30D | -13.9% | -13.2% | -0.7% | -11.9% |
| 3M | -26.6% | -3.2% | -23.4% | -26.4% |
| 6M | +15.4% | +15.2% | +0.2% | +12.1% |
| YTD | +5.7% | +2.0% | +3.7% | +4.8% |
| 1Y | +41.1% | -5.4% | +46.5% | +41.6% |
| 3Y | +1,228.6% | -9.1% | +1,237.7% | +1,198.1% |
| 5Y | +3,240.6% | -59.6% | +3,300.3% | +3,460.4% |
| 10Y | +2,760.3% | +26.2% | +2,734.1% | +2,227.9% |
| All | +2,620.8% | +48.3% | +2,572.5% | +2,068.7% |
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