-16.7%
JD vs CLBK
+64.7%
-81.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | -19.3% | +6.7% | -26.0% | -20.6% |
| 3M | -6.0% | +21.2% | -27.2% | -10.4% |
| 6M | +1.8% | +42.0% | -40.2% | -6.6% |
| YTD | -2.6% | +63.3% | -65.8% | -13.8% |
| 1Y | -17.4% | +65.4% | -82.8% | -27.4% |
| 3Y | -8.6% | +52.5% | -61.1% | -20.3% |
| 5Y | -61.6% | +42.0% | -103.6% | -67.1% |
| All | -16.7% | +64.7% | -81.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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