+97,349.8%
ASML vs CAG
+268.4%
+97,081.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -3.8% | +4.9% | +1.9% |
| 30D | +2.2% | +3.1% | -0.9% | +1.4% |
| 3M | -2.3% | +23.5% | -25.8% | -7.6% |
| 6M | +23.0% | -14.8% | +37.8% | +26.2% |
| YTD | +61.1% | -5.4% | +66.5% | +60.7% |
| 1Y | +129.1% | -11.8% | +140.9% | +131.6% |
| 3Y | +165.4% | -36.7% | +202.0% | +184.2% |
| 5Y | +109.5% | -40.3% | +149.7% | +125.0% |
| 10Y | +1,645.7% | -37.0% | +1,682.7% | +1,654.1% |
| All | +97,349.8% | +268.4% | +97,081.4% | +89,687.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling