+1,395.4%
ASML vs CCJ
+808.7%
+586.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +3.7% |
| 7D | -9.0% | -7.3% | -1.7% | -6.7% |
| 30D | -21.0% | -20.0% | -1.0% | -15.1% |
| 3M | -16.3% | -23.8% | +7.5% | -9.1% |
| 6M | -7.5% | -42.4% | +34.9% | +9.0% |
| YTD | +34.0% | -22.1% | +56.1% | +43.2% |
| 1Y | +39.3% | -20.8% | +60.1% | +47.9% |
| 3Y | +128.9% | +75.7% | +53.1% | +82.1% |
| 5Y | +76.1% | +167.4% | -91.4% | +19.1% |
| All | +1,395.4% | +808.7% | +586.7% | +606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling