+77,094.7%
ASML vs CAH
+3,966.3%
+73,128.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.6% | -10.1% |
| 7D | -19.0% | +6.7% | -25.7% | -21.0% |
| 30D | -25.9% | +14.7% | -40.7% | -29.6% |
| 3M | -19.1% | +12.0% | -31.0% | -22.6% |
| 6M | -5.7% | +36.2% | -42.0% | -16.5% |
| YTD | +27.6% | +31.3% | -3.7% | +13.9% |
| 1Y | +30.8% | +37.1% | -6.3% | +14.9% |
| 3Y | +116.2% | +178.3% | -62.1% | +43.3% |
| 5Y | +67.7% | +497.1% | -429.4% | -17.3% |
| 10Y | +1,355.3% | +439.8% | +915.5% | +586.7% |
| All | +77,094.7% | +3,966.3% | +73,128.4% | +20,210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling