+128.9%
ASML vs CARR
+8.2%
+120.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.9% |
| 7D | -9.0% | -2.3% | -6.7% | -7.8% |
| 30D | -21.0% | -4.4% | -16.6% | -19.0% |
| 3M | -16.3% | -17.8% | +1.5% | -6.9% |
| 6M | -7.5% | -22.2% | +14.7% | +5.8% |
| YTD | +34.0% | +0.7% | +33.3% | +31.8% |
| 1Y | +39.3% | -5.9% | +45.2% | +42.0% |
| 3Y | +128.9% | +8.6% | +120.3% | +107.6% |
| All | +128.9% | +8.2% | +120.6% | +107.6% |
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 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