+1,580.6%
ASML vs CAH
+411.5%
+1,169.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.5% | +5.9% | -3.4% | +1.0% |
| 30D | -12.2% | +16.5% | -28.8% | -15.8% |
| 3M | -14.6% | +15.7% | -30.4% | -18.1% |
| 6M | -1.7% | +52.7% | -54.5% | -13.1% |
| YTD | +44.3% | +36.3% | +8.0% | +31.2% |
| 1Y | +51.0% | +36.7% | +14.2% | +37.1% |
| 3Y | +137.6% | +178.2% | -40.6% | +70.5% |
| 5Y | +92.7% | +515.8% | -423.0% | +5.4% |
| 10Y | +1,580.6% | +411.8% | +1,168.8% | +799.0% |
| All | +1,580.6% | +411.5% | +1,169.1% | +799.0% |
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