+16.1%
JPM vs CLSK
-58.7%
+74.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -16.6% | +20.7% | +4.8% |
| 7D | +3.8% | -20.7% | +24.5% | +4.6% |
| 30D | +6.5% | -45.5% | +52.0% | +9.3% |
| 3M | -1.0% | -52.0% | +51.0% | +2.2% |
| 6M | +15.5% | -47.0% | +62.5% | +17.2% |
| YTD | +11.4% | -32.8% | +44.2% | +8.9% |
| 1Y | +16.1% | -58.1% | +74.1% | +16.2% |
| All | +16.1% | -58.7% | +74.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling