+108.6%
ASML vs CLSK
-11.8%
+120.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | +1.1% | +8.8% | -7.7% | -0.4% |
| 30D | +2.2% | -6.0% | +8.2% | +2.6% |
| 3M | -2.3% | -24.4% | +22.1% | +0.9% |
| 6M | +23.0% | +19.0% | +3.9% | +17.6% |
| YTD | +61.1% | +25.4% | +35.7% | +50.7% |
| 1Y | +129.1% | +39.8% | +89.4% | +105.5% |
| 3Y | +165.4% | +177.7% | -12.3% | +74.4% |
| All | +108.6% | -11.8% | +120.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling