+1,670.8%
ASML vs CAH
+305.1%
+1,365.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +1.1% | +5.4% | -4.3% | -0.3% |
| 30D | +2.2% | +3.3% | -1.1% | +1.2% |
| 3M | -2.3% | +22.8% | -25.1% | -7.9% |
| 6M | +23.0% | +11.3% | +11.7% | +18.8% |
| YTD | +61.1% | +21.1% | +39.9% | +51.6% |
| 1Y | +129.1% | +67.2% | +61.9% | +95.3% |
| 3Y | +165.4% | +195.6% | -30.3% | +87.0% |
| 5Y | +109.5% | +413.8% | -304.4% | +22.4% |
| All | +1,670.8% | +305.1% | +1,365.8% | +921.4% |
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