+117.9%
ASML vs CAG
-32.9%
+150.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.1% | -8.5% |
| 7D | -19.0% | +11.4% | -30.4% | -16.1% |
| 30D | -25.9% | +16.7% | -42.6% | -22.0% |
| 3M | -19.1% | +4.5% | -23.6% | -17.1% |
| 6M | -5.7% | +13.3% | -19.1% | -0.2% |
| YTD | +27.6% | -4.2% | +31.7% | +31.1% |
| 1Y | +30.8% | -2.9% | +33.7% | +34.9% |
| All | +117.9% | -32.9% | +150.8% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling