+200.4%
JNJ vs CLSK
-63.3%
+263.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -4.3% | +1.7% | -6.1% | -4.3% |
| 30D | +3.0% | +11.1% | -8.1% | +3.1% |
| 3M | +12.2% | -14.1% | +26.3% | +12.2% |
| 6M | +10.5% | +32.9% | -22.5% | +10.5% |
| YTD | +30.8% | +26.5% | +4.3% | +30.8% |
| 1Y | +54.9% | +27.6% | +27.3% | +55.0% |
| 3Y | +80.7% | +190.9% | -110.3% | +80.8% |
| 5Y | +83.4% | -0.4% | +83.8% | +83.4% |
| All | +200.4% | -63.3% | +263.8% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling