+1,395.4%
ASML vs CCL
-30.6%
+1,426.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | -9.0% | +2.6% | -11.6% | -9.8% |
| 30D | -21.0% | +13.1% | -34.1% | -23.6% |
| 3M | -16.3% | +3.3% | -19.6% | -17.4% |
| 6M | -7.5% | +8.7% | -16.2% | -10.4% |
| YTD | +34.0% | -1.6% | +35.6% | +32.7% |
| 1Y | +39.3% | +14.0% | +25.3% | +32.4% |
| 3Y | +128.9% | +145.1% | -16.3% | +74.0% |
| 5Y | +76.1% | +21.2% | +54.8% | +46.2% |
| All | +1,395.4% | -30.6% | +1,426.0% | +1,320.2% |
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