+1,504.8%
ASML vs CAG
-38.3%
+1,543.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.2% |
| 7D | -0.8% | +4.6% | -5.4% | -1.0% |
| 30D | -14.9% | +14.7% | -29.5% | -15.5% |
| 3M | -13.0% | +2.4% | -15.3% | -13.1% |
| 6M | -4.7% | +10.7% | -15.4% | -5.4% |
| YTD | +42.3% | -5.5% | +47.8% | +42.9% |
| 1Y | +49.7% | -4.6% | +54.3% | +50.1% |
| 3Y | +144.3% | -34.4% | +178.7% | +151.6% |
| 5Y | +86.4% | -39.2% | +125.5% | +93.1% |
| 10Y | +1,504.8% | -39.0% | +1,543.8% | +1,484.1% |
| All | +1,504.8% | -38.3% | +1,543.1% | +1,484.1% |
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