+30.8%
ASML vs CB
+31.4%
-0.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -10.0% |
| 7D | -19.0% | +2.6% | -21.6% | -16.8% |
| 30D | -25.9% | +11.2% | -37.1% | -17.3% |
| 3M | -19.1% | +5.7% | -24.8% | -13.7% |
| 6M | -5.7% | +15.9% | -21.7% | +11.2% |
| YTD | +27.6% | +20.2% | +7.4% | +57.6% |
| 1Y | +30.8% | +32.4% | -1.6% | +82.9% |
| All | +30.8% | +31.4% | -0.6% | +82.9% |
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 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