-5.7%
ASML vs CCL
+16.3%
-22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -7.6% |
| 7D | -19.0% | +2.6% | -21.6% | -19.6% |
| 30D | -25.9% | +11.3% | -37.3% | -28.5% |
| 3M | -19.1% | +0.3% | -19.3% | -18.9% |
| 6M | -5.7% | +16.1% | -21.9% | -12.4% |
| All | -5.7% | +16.3% | -22.0% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling