+49.6%
CLSK vs JOBY
-41.4%
+90.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.2% |
| 7D | +7.7% | -5.2% | +12.9% | +10.5% |
| 30D | +12.2% | -19.7% | +32.0% | +24.5% |
| 3M | -15.5% | -31.7% | +16.3% | +0.9% |
| 6M | +39.3% | -37.5% | +76.9% | +70.7% |
| YTD | +35.1% | -51.6% | +86.7% | +88.0% |
| 1Y | +34.0% | -53.3% | +87.3% | +89.8% |
| 3Y | +226.3% | -12.2% | +238.5% | +193.8% |
| 5Y | +6.4% | -31.3% | +37.7% | -19.2% |
| All | +49.6% | -41.4% | +90.9% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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