+1,644.6%
ASML vs CAT
+1,135.9%
+508.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.1% |
| 30D | +2.2% | -6.6% | +8.7% | +6.1% |
| 3M | -2.3% | -13.3% | +11.0% | +6.2% |
| 6M | +23.0% | +11.6% | +11.4% | +16.4% |
| YTD | +61.1% | +42.9% | +18.1% | +33.4% |
| 1Y | +129.1% | +95.4% | +33.7% | +60.1% |
| 3Y | +165.4% | +196.6% | -31.2% | +47.0% |
| 5Y | +109.5% | +321.7% | -212.2% | -5.2% |
| All | +1,644.6% | +1,135.9% | +508.6% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling