+97,349.8%
ASML vs CB
+7,838.1%
+89,511.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | +2.2% | -3.1% | +5.3% | +3.3% |
| 3M | -2.3% | +9.0% | -11.2% | -7.0% |
| 6M | +23.0% | +2.9% | +20.1% | +19.6% |
| YTD | +61.1% | +10.1% | +51.0% | +51.6% |
| 1Y | +129.1% | +22.8% | +106.3% | +105.0% |
| 3Y | +165.4% | +73.8% | +91.6% | +99.9% |
| 5Y | +109.5% | +99.2% | +10.3% | +47.9% |
| 10Y | +1,645.7% | +218.2% | +1,427.5% | +870.0% |
| All | +97,349.8% | +7,838.1% | +89,511.7% | +22,923.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling