-63.6%
CLSK vs JBHT
+227.2%
-290.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.5% |
| 7D | +8.8% | +4.9% | +4.0% | +6.5% |
| 30D | -6.0% | +0.6% | -6.6% | -6.2% |
| 3M | -24.4% | -3.2% | -21.2% | -23.9% |
| 6M | +19.0% | +17.0% | +2.1% | +8.9% |
| YTD | +25.4% | +41.7% | -16.3% | +3.9% |
| 1Y | +39.8% | +90.0% | -50.2% | -3.6% |
| 3Y | +177.7% | +47.0% | +130.7% | +121.0% |
| 5Y | -11.0% | +58.3% | -69.3% | -30.0% |
| All | -63.6% | +227.2% | -290.9% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling