-57.1%
JD vs CLBK
+24.6%
-81.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | +13.4% | +0.6% | +12.7% | +13.2% |
| 30D | +7.7% | +2.9% | +4.8% | +7.2% |
| 3M | -11.3% | +3.0% | -14.2% | -11.9% |
| 6M | -5.1% | +27.3% | -32.4% | -9.4% |
| YTD | +5.0% | +58.0% | -53.0% | -3.7% |
| 1Y | -5.6% | +62.4% | -68.0% | -14.0% |
| 3Y | +17.8% | +46.9% | -29.2% | +6.4% |
| All | -57.1% | +24.6% | -81.7% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling