+1,644.6%
ASML vs CCJ
+1,057.6%
+587.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +2.2% | +6.9% | -4.7% | -0.1% |
| 3M | -2.3% | -11.6% | +9.3% | +1.0% |
| 6M | +23.0% | -16.2% | +39.2% | +28.6% |
| YTD | +61.1% | +10.1% | +50.9% | +54.6% |
| 1Y | +129.1% | +32.3% | +96.8% | +104.9% |
| 3Y | +165.4% | +171.3% | -5.9% | +84.6% |
| 5Y | +109.5% | +372.4% | -262.9% | +19.8% |
| All | +1,644.6% | +1,057.6% | +587.0% | +656.5% |
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