+75.5%
ASML vs CAH
+507.2%
-431.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.8% |
| 7D | -9.0% | +8.5% | -17.5% | -10.2% |
| 30D | -21.0% | +17.0% | -38.0% | -23.1% |
| 3M | -16.3% | +14.6% | -30.9% | -18.3% |
| 6M | -7.5% | +42.5% | -50.1% | -14.1% |
| YTD | +34.0% | +33.5% | +0.5% | +26.0% |
| 1Y | +39.3% | +38.5% | +0.7% | +29.7% |
| 3Y | +128.9% | +179.0% | -50.1% | +71.0% |
| All | +75.5% | +507.2% | -431.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling