+47.5%
ASML vs CAH
+39.8%
+7.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | 0.0% |
| 7D | +4.9% | +3.5% | +1.5% | +5.5% |
| 30D | -9.3% | +13.5% | -22.7% | -7.5% |
| 3M | -19.0% | +21.8% | -40.8% | -16.8% |
| 6M | -5.2% | +51.5% | -56.7% | -4.7% |
| YTD | +40.6% | +38.1% | +2.5% | +48.5% |
| 1Y | +47.5% | +37.7% | +9.8% | +54.0% |
| All | +47.5% | +39.8% | +7.7% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling