+1,395.4%
ASML vs CAG
-38.1%
+1,433.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.8% | +5.1% |
| 7D | -9.0% | +5.8% | -14.8% | -9.2% |
| 30D | -21.0% | +16.4% | -37.3% | -21.6% |
| 3M | -16.3% | +3.8% | -20.1% | -16.5% |
| 6M | -7.5% | +10.8% | -18.3% | -8.2% |
| YTD | +34.0% | -5.8% | +39.8% | +34.6% |
| 1Y | +39.3% | -2.4% | +41.7% | +39.2% |
| 3Y | +128.9% | -33.4% | +162.3% | +135.0% |
| 5Y | +76.1% | -39.4% | +115.5% | +82.5% |
| All | +1,395.4% | -38.1% | +1,433.5% | +1,377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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