+46.6%
ASML vs CAH
+37.8%
+8.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.4% |
| 7D | -0.8% | +7.8% | -8.7% | +0.4% |
| 30D | -14.9% | +15.5% | -30.3% | -13.1% |
| 3M | -13.0% | +16.3% | -29.3% | -11.1% |
| 6M | -4.7% | +50.0% | -54.7% | -4.6% |
| YTD | +42.3% | +34.7% | +7.6% | +49.9% |
| All | +46.6% | +37.8% | +8.7% | +52.9% |
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