-82.3%
CLSK vs JBHT
+160.0%
-242.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.1% | +8.8% |
| 7D | -19.7% | -1.6% | -18.1% | -19.0% |
| 30D | -46.5% | -2.3% | -44.2% | -46.0% |
| 3M | -51.7% | -18.5% | -33.2% | -47.1% |
| 6M | -57.5% | -11.3% | -46.2% | -56.0% |
| YTD | -39.1% | +12.6% | -51.7% | -44.1% |
| 1Y | -60.0% | +29.8% | -89.8% | -65.8% |
| 3Y | +42.9% | +28.1% | +14.8% | +20.9% |
| 5Y | -69.9% | +17.7% | -87.6% | -73.5% |
| All | -82.3% | +160.0% | -242.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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