+1,557.1%
ASML vs CCJ
+765.4%
+791.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | -9.3% | -13.2% | +3.9% | -4.9% |
| 3M | -19.0% | -27.6% | +8.7% | -10.5% |
| 6M | -5.2% | -38.7% | +33.5% | +9.8% |
| YTD | +40.6% | -22.7% | +63.3% | +50.7% |
| 1Y | +47.5% | -17.6% | +65.1% | +55.0% |
| 3Y | +133.9% | +62.7% | +71.2% | +90.2% |
| 5Y | +83.8% | +159.7% | -75.9% | +25.0% |
| All | +1,557.1% | +765.4% | +791.7% | +661.7% |
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