+108.6%
ASML vs CAT
+322.3%
-213.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.1% |
| 7D | +1.1% | +1.7% | -0.6% | 0.0% |
| 30D | +2.2% | -6.6% | +8.7% | +6.6% |
| 3M | -2.3% | -13.3% | +11.0% | +7.2% |
| 6M | +23.0% | +11.6% | +11.4% | +15.5% |
| YTD | +61.1% | +42.9% | +18.1% | +30.5% |
| 1Y | +129.1% | +95.4% | +33.7% | +53.8% |
| 3Y | +165.4% | +196.6% | -31.2% | +36.9% |
| All | +108.6% | +322.3% | -213.7% | -16.5% |
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