+1,395.4%
ASML vs CB
+248.0%
+1,147.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +0.2% | -9.3% | -9.1% |
| 30D | -21.0% | +9.1% | -30.0% | -23.4% |
| 3M | -16.3% | +3.4% | -19.7% | -17.6% |
| 6M | -7.5% | +14.1% | -21.6% | -13.2% |
| YTD | +34.0% | +18.0% | +16.0% | +23.4% |
| 1Y | +39.3% | +30.1% | +9.1% | +23.0% |
| 3Y | +128.9% | +71.8% | +57.1% | +73.1% |
| 5Y | +76.1% | +101.8% | -25.8% | +22.1% |
| All | +1,395.4% | +248.0% | +1,147.4% | +702.9% |
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