-63.3%
CLSK vs JD
+20.4%
-83.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +1.7% | -2.6% | +4.3% | +2.8% |
| 30D | +11.1% | -15.4% | +26.5% | +18.9% |
| 3M | -14.1% | -5.0% | -9.1% | -12.9% |
| 6M | +32.9% | +0.9% | +32.0% | +30.9% |
| YTD | +26.5% | -2.5% | +29.0% | +26.4% |
| 1Y | +27.6% | -16.0% | +43.6% | +36.7% |
| 3Y | +190.9% | -8.5% | +199.4% | +185.1% |
| 5Y | -0.4% | -61.8% | +61.4% | +28.8% |
| All | -63.3% | +20.4% | -83.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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