+117.9%
ASML vs CB
+74.6%
+43.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.6% |
| 7D | -19.0% | +2.6% | -21.6% | -18.2% |
| 30D | -25.9% | +11.2% | -37.1% | -23.0% |
| 3M | -19.1% | +5.7% | -24.8% | -17.0% |
| 6M | -5.7% | +15.9% | -21.7% | -0.8% |
| YTD | +27.6% | +20.2% | +7.4% | +35.0% |
| 1Y | +30.8% | +32.4% | -1.6% | +38.9% |
| All | +117.9% | +74.6% | +43.3% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling