+117.9%
ASML vs CCL
+137.7%
-19.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -7.5% |
| 7D | -19.0% | +2.6% | -21.6% | -19.9% |
| 30D | -25.9% | +11.3% | -37.3% | -28.8% |
| 3M | -19.1% | +0.3% | -19.3% | -19.6% |
| 6M | -5.7% | +16.1% | -21.9% | -11.7% |
| YTD | +27.6% | -1.6% | +29.1% | +25.0% |
| 1Y | +30.8% | +11.8% | +19.0% | +22.6% |
| All | +117.9% | +137.7% | -19.8% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling