+43,119.4%
ASML vs CCJ
+1,042.0%
+42,077.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.7% | -7.8% |
| 7D | -19.0% | -18.2% | -0.9% | -13.5% |
| 30D | -25.9% | -26.5% | +0.6% | -18.0% |
| 3M | -19.1% | -27.5% | +8.5% | -10.4% |
| 6M | -5.7% | -40.3% | +34.6% | +10.8% |
| YTD | +27.6% | -25.3% | +52.9% | +38.4% |
| 1Y | +30.8% | -28.1% | +58.9% | +43.2% |
| 3Y | +116.2% | +63.8% | +52.4% | +72.6% |
| 5Y | +67.7% | +156.3% | -88.6% | +10.9% |
| 10Y | +1,355.3% | +787.8% | +567.6% | +463.6% |
| All | +43,119.4% | +1,042.0% | +42,077.4% | +11,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling