+1,559.3%
ASML vs CCL
-32.2%
+1,591.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +1.9% | -1.3% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -12.7% | +10.3% | -23.1% | -15.1% |
| 3M | -17.2% | +6.6% | -23.8% | -18.9% |
| 6M | -1.3% | +20.0% | -21.3% | -6.8% |
| YTD | +40.8% | -1.9% | +42.7% | +39.6% |
| 1Y | +45.2% | +10.4% | +34.8% | +39.2% |
| 3Y | +131.8% | +134.8% | -3.0% | +78.2% |
| 5Y | +84.0% | +34.0% | +50.0% | +49.9% |
| All | +1,559.3% | -32.2% | +1,591.5% | +1,489.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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