+77,094.7%
ASML vs CAG
+269.1%
+76,825.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -9.7% |
| 7D | -19.0% | +10.1% | -29.1% | -20.8% |
| 30D | -25.9% | +15.3% | -41.3% | -28.5% |
| 3M | -19.1% | +3.3% | -22.4% | -20.1% |
| 6M | -5.7% | +12.1% | -17.8% | -9.4% |
| YTD | +27.6% | -5.3% | +32.8% | +26.5% |
| 1Y | +30.8% | -4.0% | +34.8% | +29.1% |
| 3Y | +116.2% | -33.9% | +150.2% | +128.0% |
| 5Y | +67.7% | -39.1% | +106.8% | +78.4% |
| 10Y | +1,355.3% | -37.1% | +1,392.4% | +1,356.8% |
| All | +77,094.7% | +269.1% | +76,825.6% | +70,601.6% |
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 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