-61.3%
JD vs CLX
-35.2%
-26.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -0.8% | -3.5% | +2.8% | -0.4% |
| 30D | -16.0% | -11.9% | -4.2% | -15.0% |
| 3M | -3.2% | -2.6% | -0.6% | -3.1% |
| 6M | +6.1% | -18.2% | +24.2% | +7.7% |
| YTD | -0.1% | -5.9% | +5.8% | +0.3% |
| 1Y | -12.7% | -23.8% | +11.1% | -10.9% |
| 3Y | -6.3% | -33.6% | +27.3% | -4.3% |
| 5Y | -61.3% | -35.7% | -25.7% | -62.6% |
| All | -61.3% | -35.2% | -26.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling