+108.6%
ASML vs CAH
+414.2%
-305.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +1.1% | +5.4% | -4.3% | +0.1% |
| 30D | +2.2% | +3.3% | -1.1% | +1.5% |
| 3M | -2.3% | +22.8% | -25.1% | -6.6% |
| 6M | +23.0% | +11.3% | +11.7% | +20.1% |
| YTD | +61.1% | +21.1% | +39.9% | +54.1% |
| 1Y | +129.1% | +67.2% | +61.9% | +101.0% |
| 3Y | +165.4% | +195.6% | -30.3% | +90.1% |
| All | +108.6% | +414.2% | -305.7% | +11.3% |
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