+84.0%
ASML vs CAH
+511.5%
-427.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +10.4% | +3.9% | +6.5% | +9.7% |
| 30D | -12.7% | +16.0% | -28.8% | -14.9% |
| 3M | -17.2% | +19.1% | -36.2% | -19.7% |
| 6M | -1.3% | +53.0% | -54.4% | -9.7% |
| YTD | +40.8% | +36.6% | +4.2% | +31.9% |
| 1Y | +45.2% | +37.4% | +7.8% | +35.7% |
| 3Y | +131.8% | +178.8% | -47.0% | +73.7% |
| 5Y | +84.0% | +498.6% | -414.6% | -7.1% |
| All | +84.0% | +511.5% | -427.5% | -7.1% |
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