+85,040.9%
ASML vs CAT
+10,300.5%
+74,740.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -0.7% |
| 7D | -10.0% | -17.1% | +7.1% | -0.6% |
| 30D | -19.4% | -30.1% | +10.7% | -2.4% |
| 3M | -12.5% | -32.4% | +19.9% | +8.1% |
| 6M | +8.2% | -32.1% | +40.3% | +33.8% |
| YTD | +40.7% | +4.1% | +36.6% | +38.2% |
| 1Y | +46.1% | +8.9% | +37.2% | +40.1% |
| 3Y | +138.5% | +155.5% | -17.0% | +43.1% |
| 5Y | +84.2% | +215.5% | -131.4% | -3.4% |
| 10Y | +1,505.1% | +788.9% | +716.3% | +349.5% |
| All | +85,040.9% | +10,300.5% | +74,740.4% | +8,753.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling