-12.8%
JD vs CLBK
+67.9%
-80.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | -13.2% | +9.1% | -22.3% | -15.0% |
| 3M | -3.2% | +27.7% | -30.9% | -8.8% |
| 6M | +15.2% | +40.8% | -25.6% | +5.9% |
| YTD | +2.0% | +66.4% | -64.4% | -10.2% |
| 1Y | -5.4% | +72.4% | -77.8% | -17.6% |
| 3Y | -9.1% | +50.7% | -59.8% | -20.5% |
| 5Y | -59.6% | +42.9% | -102.5% | -65.4% |
| All | -12.8% | +67.9% | -80.7% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling