+67.7%
ASML vs CAG
-38.7%
+106.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.1% | -8.9% |
| 7D | -19.0% | +11.4% | -30.4% | -17.5% |
| 30D | -25.9% | +16.7% | -42.6% | -24.0% |
| 3M | -19.1% | +4.5% | -23.6% | -17.9% |
| 6M | -5.7% | +13.3% | -19.1% | -3.0% |
| YTD | +27.6% | -4.2% | +31.7% | +30.1% |
| 1Y | +30.8% | -2.9% | +33.7% | +33.4% |
| 3Y | +116.2% | -33.2% | +149.4% | +114.1% |
| 5Y | +67.7% | -38.4% | +106.0% | +72.0% |
| All | +67.7% | -38.7% | +106.3% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling