+642.8%
ASML vs CARR
+395.6%
+247.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +10.4% | +2.2% | +8.2% | +9.3% |
| 30D | -12.7% | -0.8% | -12.0% | -12.3% |
| 3M | -17.2% | -13.4% | -3.7% | -12.0% |
| 6M | -1.3% | -16.4% | +15.1% | +6.4% |
| YTD | +40.8% | +4.5% | +36.3% | +37.7% |
| 1Y | +45.2% | -1.4% | +46.6% | +45.3% |
| 3Y | +131.8% | +10.0% | +121.8% | +120.8% |
| 5Y | +84.0% | +4.2% | +79.8% | +69.5% |
| All | +642.8% | +395.6% | +247.3% | +519.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling