+1,455.5%
ASML vs CLSK
-82.3%
+1,537.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.5% | -3.4% | +4.7% |
| 7D | -9.0% | -19.7% | +10.7% | -8.4% |
| 30D | -21.0% | -46.5% | +25.6% | -19.4% |
| 3M | -16.3% | -51.7% | +35.4% | -14.5% |
| 6M | -7.5% | -57.5% | +50.0% | -5.3% |
| YTD | +34.0% | -39.1% | +73.1% | +35.5% |
| 1Y | +39.3% | -60.0% | +99.3% | +42.2% |
| 3Y | +128.9% | +42.9% | +85.9% | +122.5% |
| 5Y | +76.1% | -69.9% | +146.0% | +72.0% |
| All | +1,455.5% | -82.3% | +1,537.9% | +1,361.5% |
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