+46.6%
ASML vs CAG
-5.3%
+51.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.4% |
| 7D | -0.8% | +4.6% | -5.4% | +1.4% |
| 30D | -14.9% | +14.7% | -29.5% | -9.3% |
| 3M | -13.0% | +2.4% | -15.3% | -10.7% |
| 6M | -4.7% | +10.7% | -15.4% | +3.3% |
| YTD | +42.3% | -5.5% | +47.8% | +47.7% |
| All | +46.6% | -5.3% | +51.9% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling