+158.7%
ASML vs CART
+41.0%
+117.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.7% |
| 7D | -10.0% | +1.4% | -11.4% | -10.1% |
| 30D | -19.4% | +29.7% | -49.1% | -21.4% |
| 3M | -12.5% | +29.7% | -42.2% | -14.9% |
| 6M | +8.2% | +36.8% | -28.6% | +4.2% |
| YTD | +40.7% | +31.7% | +9.1% | +36.0% |
| 1Y | +46.1% | +62.4% | -16.2% | +35.8% |
| 3Y | +138.5% | +120.1% | +18.4% | +105.6% |
| All | +158.7% | +41.0% | +117.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 5y: compounded portfolio wealth divided by compounded CART 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…
5y analysis · Full analysis span regression · 6 months rolling