+1,575.3%
ASML vs CLSK
-80.2%
+1,655.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.5% |
| 30D | -12.2% | -32.9% | +20.7% | -11.2% |
| 3M | -14.6% | -40.0% | +25.4% | -13.4% |
| 6M | -1.7% | -51.7% | +49.9% | +0.2% |
| YTD | +44.3% | -31.7% | +76.0% | +45.3% |
| 1Y | +51.0% | -50.8% | +101.8% | +53.2% |
| 3Y | +137.6% | +84.8% | +52.8% | +129.5% |
| 5Y | +92.7% | -67.8% | +160.6% | +87.6% |
| All | +1,575.3% | -80.2% | +1,655.5% | +1,468.0% |
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 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