+1,557.1%
ASML vs CCL
-32.5%
+1,589.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | -9.3% | +13.1% | -22.4% | -12.3% |
| 3M | -19.0% | +3.4% | -22.4% | -20.0% |
| 6M | -5.2% | +18.7% | -23.9% | -10.2% |
| YTD | +40.6% | -2.3% | +42.9% | +39.5% |
| 1Y | +47.5% | +14.2% | +33.3% | +40.2% |
| 3Y | +133.9% | +133.6% | +0.3% | +80.0% |
| 5Y | +83.8% | +33.5% | +50.3% | +49.9% |
| All | +1,557.1% | -32.5% | +1,589.6% | +1,489.4% |
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