+1,534.6%
ASML vs CLSK
-80.4%
+1,615.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | +10.4% | +20.4% | -10.1% | +9.7% |
| 30D | -12.7% | -32.6% | +19.9% | -11.7% |
| 3M | -17.2% | -43.8% | +26.7% | -15.8% |
| 6M | -1.3% | -49.2% | +47.9% | +0.5% |
| YTD | +40.8% | -32.4% | +73.2% | +41.9% |
| 1Y | +45.2% | -48.7% | +93.9% | +47.2% |
| 3Y | +131.8% | +82.9% | +48.9% | +124.0% |
| 5Y | +84.0% | -68.1% | +152.1% | +79.1% |
| All | +1,534.6% | -80.4% | +1,615.0% | +1,430.4% |
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