+45.2%
ASML vs CARR
-3.4%
+48.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +10.4% | +2.2% | +8.2% | +9.0% |
| 30D | -12.7% | -0.8% | -12.0% | -12.2% |
| 3M | -17.2% | -13.4% | -3.7% | -10.3% |
| 6M | -1.3% | -16.4% | +15.1% | +9.0% |
| YTD | +40.8% | +4.5% | +36.3% | +35.2% |
| 1Y | +45.2% | -1.4% | +46.6% | +41.4% |
| All | +45.2% | -3.4% | +48.6% | +41.4% |
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