-1.6%
CLSK vs JD
-60.9%
+59.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.3% |
| 7D | +17.2% | -3.0% | +20.2% | +18.8% |
| 30D | +14.6% | -19.3% | +33.9% | +26.5% |
| 3M | -16.8% | -6.0% | -10.8% | -15.2% |
| 6M | +38.2% | +1.8% | +36.4% | +35.0% |
| YTD | +31.2% | -2.6% | +33.8% | +31.0% |
| 1Y | +37.3% | -17.4% | +54.8% | +49.3% |
| 3Y | +201.8% | -8.6% | +210.4% | +190.9% |
| 5Y | -1.6% | -61.6% | +60.0% | +45.3% |
| All | -1.6% | -60.9% | +59.3% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling