+1,582.8%
ASML vs CAG
-35.6%
+1,618.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +1.8% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | -12.2% | +9.7% | -21.9% | -12.6% |
| 3M | -14.6% | +0.5% | -15.1% | -14.7% |
| 6M | -1.7% | +8.9% | -10.7% | -2.5% |
| YTD | +44.3% | -8.4% | +52.7% | +45.1% |
| 1Y | +51.0% | -8.3% | +59.3% | +51.7% |
| 3Y | +137.6% | -36.1% | +173.7% | +144.6% |
| 5Y | +92.7% | -40.1% | +132.9% | +99.3% |
| 10Y | +1,582.8% | -36.9% | +1,619.7% | +1,533.8% |
| All | +1,582.8% | -35.6% | +1,618.4% | +1,533.8% |
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