+1,395.4%
ASML vs CAH
+440.2%
+955.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.7% |
| 7D | -9.0% | +8.5% | -17.5% | -11.0% |
| 30D | -21.0% | +17.0% | -38.0% | -24.2% |
| 3M | -16.3% | +14.6% | -30.9% | -19.5% |
| 6M | -7.5% | +42.5% | -50.1% | -16.6% |
| YTD | +34.0% | +33.5% | +0.5% | +22.6% |
| 1Y | +39.3% | +38.5% | +0.7% | +26.0% |
| 3Y | +128.9% | +179.0% | -50.1% | +64.5% |
| 5Y | +76.1% | +507.2% | -431.1% | -2.6% |
| All | +1,395.4% | +440.2% | +955.2% | +728.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling