+75.5%
ASML vs CAT
+181.1%
-105.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.4% |
| 7D | -9.0% | -10.3% | +1.3% | -2.2% |
| 30D | -21.0% | -31.2% | +10.2% | +0.5% |
| 3M | -16.3% | -34.7% | +18.4% | +10.0% |
| 6M | -7.5% | -39.5% | +32.0% | +27.8% |
| YTD | +34.0% | -1.7% | +35.6% | +37.5% |
| 1Y | +39.3% | -1.1% | +40.4% | +42.4% |
| 3Y | +128.9% | +143.9% | -15.0% | +34.0% |
| All | +75.5% | +181.1% | -105.6% | -11.9% |
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