+67.7%
ASML vs CCJ
+154.2%
-86.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.7% | -7.6% |
| 7D | -19.0% | -18.2% | -0.9% | -12.7% |
| 30D | -25.9% | -26.5% | +0.6% | -17.0% |
| 3M | -19.1% | -27.5% | +8.5% | -9.2% |
| 6M | -5.7% | -40.3% | +34.6% | +12.9% |
| YTD | +27.6% | -25.3% | +52.9% | +39.6% |
| 1Y | +30.8% | -28.1% | +58.9% | +44.5% |
| 3Y | +116.2% | +63.8% | +52.4% | +63.9% |
| 5Y | +67.7% | +156.3% | -88.6% | -1.8% |
| All | +67.7% | +154.2% | -86.6% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling