-16.0%
JD vs CLBK
+66.6%
-82.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.6% | -1.4% | -1.2% | -2.4% |
| 30D | -15.4% | +4.5% | -19.9% | -15.8% |
| 3M | -5.0% | +22.8% | -27.8% | -7.5% |
| 6M | +0.9% | +43.4% | -42.5% | -4.0% |
| YTD | -2.5% | +64.1% | -66.6% | -9.6% |
| 1Y | -16.0% | +67.6% | -83.6% | -21.5% |
| All | -16.0% | +66.6% | -82.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling