+1,644.6%
ASML vs CCL
-41.6%
+1,686.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -5.0% | +6.2% | +2.5% |
| 30D | +2.2% | -20.3% | +22.5% | +8.4% |
| 3M | -2.3% | -15.1% | +12.8% | +1.6% |
| 6M | +23.0% | -15.1% | +38.1% | +27.7% |
| YTD | +61.1% | -21.8% | +82.8% | +70.1% |
| 1Y | +129.1% | -24.8% | +153.9% | +142.9% |
| 3Y | +165.4% | +51.9% | +113.5% | +128.1% |
| 5Y | +109.5% | +4.0% | +105.4% | +82.1% |
| All | +1,644.6% | -41.6% | +1,686.2% | +1,570.2% |
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