+108.6%
ASML vs CB
+99.7%
+8.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.4% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +2.2% | -3.1% | +5.3% | +2.5% |
| 3M | -2.3% | +9.0% | -11.2% | -4.6% |
| 6M | +23.0% | +2.9% | +20.1% | +21.6% |
| YTD | +61.1% | +10.1% | +51.0% | +56.0% |
| 1Y | +129.1% | +22.8% | +106.3% | +114.0% |
| 3Y | +165.4% | +73.8% | +91.6% | +103.5% |
| All | +108.6% | +99.7% | +8.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling