+85,040.9%
ASML vs CB
+8,621.5%
+76,419.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.4% |
| 7D | -10.0% | +5.3% | -15.3% | -11.9% |
| 30D | -19.4% | +13.2% | -32.7% | -23.7% |
| 3M | -12.5% | +7.8% | -20.2% | -15.6% |
| 6M | +8.2% | +15.8% | -7.6% | 0.0% |
| YTD | +40.7% | +21.0% | +19.7% | +26.9% |
| 1Y | +46.1% | +32.2% | +14.0% | +26.8% |
| 3Y | +138.5% | +76.7% | +61.8% | +78.4% |
| 5Y | +84.2% | +110.4% | -26.2% | +26.9% |
| 10Y | +1,505.1% | +261.0% | +1,244.2% | +744.0% |
| All | +85,040.9% | +8,621.5% | +76,419.4% | +19,177.7% |
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