+199.6%
JNJ vs CLSK
-60.8%
+260.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.3% |
| 7D | -3.5% | +7.7% | -11.2% | -3.5% |
| 30D | +2.3% | +12.2% | -9.9% | +2.3% |
| 3M | +12.0% | -15.5% | +27.4% | +12.0% |
| 6M | +10.5% | +39.3% | -28.9% | +10.5% |
| YTD | +30.4% | +35.1% | -4.7% | +30.5% |
| 1Y | +52.1% | +34.0% | +18.1% | +52.2% |
| 3Y | +77.8% | +226.3% | -148.4% | +78.0% |
| 5Y | +82.9% | +6.4% | +76.5% | +82.9% |
| All | +199.6% | -60.8% | +260.4% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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