+1,323.9%
ASML vs CB
+254.3%
+1,069.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.1% |
| 7D | -19.0% | +2.6% | -21.6% | -19.7% |
| 30D | -25.9% | +11.2% | -37.1% | -28.6% |
| 3M | -19.1% | +5.7% | -24.8% | -20.8% |
| 6M | -5.7% | +15.9% | -21.7% | -11.9% |
| YTD | +27.6% | +20.2% | +7.4% | +16.9% |
| 1Y | +30.8% | +32.4% | -1.6% | +14.9% |
| 3Y | +116.2% | +75.5% | +40.7% | +62.4% |
| 5Y | +67.7% | +105.5% | -37.8% | +15.7% |
| All | +1,323.9% | +254.3% | +1,069.6% | +660.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling