+59.0%
JD vs CLX
+64.8%
-5.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +13.4% | +13.6% | -0.2% | +11.2% |
| 30D | +7.7% | +23.4% | -15.7% | +4.3% |
| 3M | -11.3% | -2.8% | -8.4% | -11.0% |
| 6M | -5.1% | +14.0% | -19.1% | -7.4% |
| YTD | +5.0% | +4.2% | +0.9% | +3.8% |
| 1Y | -5.6% | -1.2% | -4.5% | -6.1% |
| 3Y | +17.8% | -12.7% | +30.5% | +18.6% |
| 5Y | -57.2% | -26.5% | -30.7% | -56.5% |
| 10Y | +34.8% | +20.2% | +14.6% | +21.0% |
| All | +59.0% | +64.8% | -5.8% | +37.3% |
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