+16.9%
JD vs CLX
-3.8%
+20.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | -3.0% | -4.9% | +2.0% | -2.3% |
| 30D | -19.3% | -15.8% | -3.5% | -17.4% |
| 3M | -6.0% | -7.9% | +1.9% | -5.1% |
| 6M | +1.8% | -19.0% | +20.8% | +4.4% |
| YTD | -2.6% | -7.9% | +5.4% | -1.8% |
| 1Y | -17.4% | -25.4% | +7.9% | -14.5% |
| 3Y | -8.6% | -35.0% | +26.4% | -4.3% |
| 5Y | -61.6% | -36.8% | -24.8% | -60.2% |
| 10Y | +16.9% | -1.4% | +18.3% | +5.9% |
| All | +16.9% | -3.8% | +20.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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