+129.1%
ASML vs CARR
-3.6%
+132.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.3% |
| 30D | +2.2% | -8.7% | +10.9% | +7.1% |
| 3M | -2.3% | -12.6% | +10.3% | +4.6% |
| 6M | +23.0% | -1.5% | +24.5% | +23.2% |
| YTD | +61.1% | +14.3% | +46.8% | +52.0% |
| 1Y | +129.1% | -4.6% | +133.7% | +135.6% |
| All | +129.1% | -3.6% | +132.7% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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