+128.9%
ASML vs CCL
+137.6%
-8.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | -9.0% | +2.6% | -11.6% | -10.0% |
| 30D | -21.0% | +13.1% | -34.1% | -24.4% |
| 3M | -16.3% | +3.3% | -19.6% | -17.7% |
| 6M | -7.5% | +8.7% | -16.2% | -11.4% |
| YTD | +34.0% | -1.6% | +35.6% | +31.3% |
| 1Y | +39.3% | +14.0% | +25.3% | +29.8% |
| 3Y | +128.9% | +145.1% | -16.3% | +61.6% |
| All | +128.9% | +137.6% | -8.7% | +61.6% |
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