+1,582.8%
ASML vs CCJ
+785.0%
+797.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | +2.5% | +3.7% | -1.1% | +1.5% |
| 30D | -12.2% | -13.7% | +1.5% | -7.9% |
| 3M | -14.6% | -24.7% | +10.1% | -6.9% |
| 6M | -1.7% | -38.1% | +36.4% | +13.5% |
| YTD | +44.3% | -18.8% | +63.1% | +52.3% |
| 1Y | +51.0% | -19.5% | +70.5% | +59.5% |
| 3Y | +137.6% | +75.9% | +61.7% | +88.7% |
| 5Y | +92.7% | +173.1% | -80.4% | +29.1% |
| 10Y | +1,582.8% | +813.5% | +769.3% | +666.5% |
| All | +1,582.8% | +785.0% | +797.8% | +666.5% |
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