+46.6%
ASML vs CCJ
-21.5%
+68.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +3.4% |
| 7D | -0.8% | +2.7% | -3.6% | -2.0% |
| 30D | -14.9% | -14.4% | -0.5% | -8.6% |
| 3M | -13.0% | -22.6% | +9.6% | -2.8% |
| 6M | -4.7% | -35.4% | +30.7% | +14.1% |
| YTD | +42.3% | -17.6% | +59.9% | +43.9% |
| All | +46.6% | -21.5% | +68.1% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling