+494.2%
JPM vs CLSK
-60.8%
+555.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.6% |
| 7D | -0.7% | +7.7% | -8.4% | -0.8% |
| 30D | -2.5% | +12.2% | -14.7% | -2.7% |
| 3M | +14.1% | -15.5% | +29.6% | +14.3% |
| 6M | +25.1% | +39.3% | -14.3% | +24.0% |
| YTD | +12.1% | +35.1% | -23.0% | +11.0% |
| 1Y | +18.8% | +34.0% | -15.2% | +17.4% |
| 3Y | +163.4% | +226.3% | -62.8% | +153.7% |
| 5Y | +156.5% | +6.4% | +150.2% | +147.3% |
| All | +494.2% | -60.8% | +555.1% | +454.1% |
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 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