+32.5%
JD vs CLX
+26.5%
+5.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.4% |
| 7D | +5.2% | +13.6% | -8.4% | +3.2% |
| 30D | +4.5% | +29.1% | -24.6% | +0.7% |
| 3M | -15.4% | +1.6% | -17.0% | -15.8% |
| 6M | -6.0% | +18.7% | -24.8% | -8.7% |
| YTD | +2.2% | +11.1% | -8.9% | +0.1% |
| 1Y | -6.7% | +7.0% | -13.7% | -8.1% |
| 3Y | +20.5% | -10.0% | +30.5% | +20.8% |
| 5Y | -58.4% | -22.6% | -35.8% | -58.2% |
| 10Y | +32.5% | +29.3% | +3.1% | +18.7% |
| All | +32.5% | +26.5% | +5.9% | +18.7% |
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