+46.1%
ASML vs CB
+34.9%
+11.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -1.5% |
| 7D | -10.0% | +5.3% | -15.3% | -5.1% |
| 30D | -19.4% | +13.2% | -32.7% | -8.3% |
| 3M | -12.5% | +7.8% | -20.2% | -4.8% |
| 6M | +8.2% | +15.8% | -7.6% | +28.1% |
| YTD | +40.7% | +21.0% | +19.7% | +75.1% |
| 1Y | +46.1% | +32.2% | +14.0% | +103.1% |
| All | +46.1% | +34.9% | +11.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling