+46.1%
ASML vs CARR
-1.4%
+47.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | -10.0% | -0.7% | -9.4% | -9.7% |
| 30D | -19.4% | +0.3% | -19.7% | -19.6% |
| 3M | -12.5% | -14.9% | +2.4% | -4.6% |
| 6M | +8.2% | -14.9% | +23.1% | +17.9% |
| YTD | +40.7% | +7.0% | +33.7% | +34.5% |
| 1Y | +46.1% | -1.8% | +47.9% | +41.8% |
| All | +46.1% | -1.4% | +47.6% | +41.8% |
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