+1,824.3%
ASML vs CLSK
-61.4%
+1,885.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +2.7% |
| 7D | +6.0% | +21.9% | -15.9% | +5.3% |
| 30D | +1.4% | +9.6% | -8.2% | +1.0% |
| 3M | +1.0% | -18.4% | +19.4% | +1.4% |
| 6M | +37.0% | +46.4% | -9.4% | +35.1% |
| YTD | +65.8% | +33.2% | +32.6% | +63.6% |
| 1Y | +123.1% | +47.0% | +76.1% | +118.9% |
| 3Y | +188.2% | +206.4% | -18.2% | +173.5% |
| 5Y | +115.6% | +5.4% | +110.2% | +104.8% |
| All | +1,824.3% | -61.4% | +1,885.7% | +1,665.2% |
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 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