+164.9%
ASML vs CAG
-36.5%
+201.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.0% |
| 7D | +1.1% | -3.8% | +4.9% | +0.2% |
| 30D | +2.2% | +3.1% | -0.9% | +3.0% |
| 3M | -2.3% | +23.5% | -25.8% | +3.2% |
| 6M | +23.0% | -14.8% | +37.8% | +22.2% |
| YTD | +61.1% | -5.4% | +66.5% | +63.1% |
| 1Y | +129.1% | -11.8% | +140.9% | +129.5% |
| All | +164.9% | -36.5% | +201.4% | +148.6% |
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