+67.7%
ASML vs CAT
+192.7%
-125.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -3.0% | -5.2% |
| 7D | -19.0% | -14.5% | -4.6% | -10.2% |
| 30D | -25.9% | -35.7% | +9.8% | -1.8% |
| 3M | -19.1% | -36.3% | +17.2% | +8.0% |
| 6M | -5.7% | -38.5% | +32.8% | +29.0% |
| YTD | +27.6% | -2.5% | +30.1% | +31.7% |
| 1Y | +30.8% | -1.9% | +32.7% | +34.4% |
| 3Y | +116.2% | +139.2% | -23.0% | +28.4% |
| 5Y | +67.7% | +192.1% | -124.5% | -15.5% |
| All | +67.7% | +192.7% | -125.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling