+133.9%
ASML vs CARR
+10.4%
+123.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.9% | +3.5% | +1.5% | +3.0% |
| 30D | -9.3% | +0.4% | -9.6% | -9.3% |
| 3M | -19.0% | -14.1% | -4.9% | -12.1% |
| 6M | -5.2% | -16.7% | +11.5% | +4.5% |
| YTD | +40.6% | +4.2% | +36.4% | +35.9% |
| 1Y | +47.5% | -0.2% | +47.7% | +45.7% |
| 3Y | +133.9% | +10.9% | +123.0% | +116.7% |
| All | +133.9% | +10.4% | +123.4% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling