-80.9%
CLSK vs JD
+24.3%
-105.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.4% |
| 7D | +8.0% | -4.1% | +12.1% | +9.6% |
| 30D | -27.9% | +4.6% | -32.5% | -29.8% |
| 3M | -42.3% | -4.7% | -37.5% | -41.7% |
| 6M | -50.0% | -17.4% | -32.6% | -46.8% |
| YTD | -34.3% | +0.7% | -35.0% | -35.7% |
| 1Y | -44.5% | -5.9% | -38.6% | -44.0% |
| 3Y | +74.5% | +18.9% | +55.7% | +52.9% |
| 5Y | -69.0% | -62.9% | -6.0% | -59.9% |
| All | -80.9% | +24.3% | -105.3% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling