+54.3%
JD vs CLX
+51.2%
+3.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -1.7% | -9.2% | +7.6% | -0.3% |
| 30D | -13.2% | -11.0% | -2.1% | -11.7% |
| 3M | -3.2% | +5.0% | -8.2% | -4.1% |
| 6M | +15.2% | -18.8% | +34.0% | +18.3% |
| YTD | +2.0% | -4.4% | +6.4% | +2.2% |
| 1Y | -5.4% | -21.9% | +16.5% | -2.5% |
| 3Y | -9.1% | -32.8% | +23.6% | -5.0% |
| 5Y | -59.6% | -34.6% | -25.1% | -58.2% |
| 10Y | +26.2% | -4.7% | +30.9% | +18.4% |
| All | +54.3% | +51.2% | +3.1% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling