+749.8%
ASML vs CARR
+441.9%
+307.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | +2.2% | -8.7% | +10.9% | +6.2% |
| 3M | -2.3% | -12.6% | +10.3% | +3.3% |
| 6M | +23.0% | -1.5% | +24.5% | +23.5% |
| YTD | +61.1% | +14.3% | +46.8% | +51.6% |
| 1Y | +129.1% | -4.6% | +133.7% | +131.3% |
| 3Y | +165.4% | +7.3% | +158.0% | +153.1% |
| 5Y | +109.5% | +11.6% | +97.8% | +86.1% |
| All | +749.8% | +441.9% | +307.9% | +582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling