+1,769.8%
ASML vs CLSK
-63.6%
+1,833.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +1.1% | +8.8% | -7.7% | +0.8% |
| 30D | +2.2% | -6.0% | +8.2% | +2.3% |
| 3M | -2.3% | -24.4% | +22.1% | -1.7% |
| 6M | +23.0% | +19.0% | +3.9% | +22.0% |
| YTD | +61.1% | +25.4% | +35.7% | +59.3% |
| 1Y | +129.1% | +39.8% | +89.4% | +125.2% |
| 3Y | +165.4% | +177.7% | -12.3% | +152.5% |
| 5Y | +109.5% | -11.0% | +120.5% | +99.5% |
| All | +1,769.8% | -63.6% | +1,833.5% | +1,618.5% |
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