+108.6%
ASML vs CAG
-40.1%
+148.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.1% |
| 7D | +1.1% | -3.8% | +4.9% | +0.6% |
| 30D | +2.2% | +3.1% | -0.9% | +2.6% |
| 3M | -2.3% | +23.5% | -25.8% | +0.2% |
| 6M | +23.0% | -14.8% | +37.8% | +23.7% |
| YTD | +61.1% | -5.4% | +66.5% | +62.7% |
| 1Y | +129.1% | -11.8% | +140.9% | +130.9% |
| 3Y | +165.4% | -36.7% | +202.0% | +161.6% |
| All | +108.6% | -40.1% | +148.6% | +111.5% |
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