+491.7%
JPM vs CLSK
-61.9%
+553.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.4% | +17.2% | -17.6% | -0.7% |
| 30D | -1.4% | +14.6% | -16.0% | -1.7% |
| 3M | +13.9% | -16.8% | +30.8% | +14.1% |
| 6M | +23.5% | +38.2% | -14.7% | +22.5% |
| YTD | +11.6% | +31.2% | -19.6% | +10.6% |
| 1Y | +21.4% | +37.3% | -16.0% | +19.8% |
| 3Y | +163.4% | +201.8% | -38.4% | +154.0% |
| 5Y | +152.5% | -1.6% | +154.1% | +143.7% |
| All | +491.7% | -61.9% | +553.7% | +452.0% |
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