-61.4%
CLSK vs JBHT
+228.4%
-289.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.9% | +6.0% |
| 7D | +21.9% | +7.1% | +14.7% | +18.0% |
| 30D | +9.6% | +2.3% | +7.3% | +8.5% |
| 3M | -18.4% | -4.5% | -13.9% | -17.4% |
| 6M | +46.4% | +29.2% | +17.1% | +27.2% |
| YTD | +33.2% | +42.2% | -9.0% | +10.2% |
| 1Y | +47.0% | +93.7% | -46.7% | +0.3% |
| 3Y | +206.4% | +53.2% | +153.2% | +139.3% |
| 5Y | +5.4% | +62.4% | -57.0% | -17.6% |
| All | -61.4% | +228.4% | -289.8% | -65.0% |
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