+46.1%
ASML vs CDE
+0.7%
+45.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.7% | -12.3% | -5.8% |
| 7D | -10.0% | +1.1% | -11.1% | -10.4% |
| 30D | -19.4% | -14.5% | -5.0% | -16.4% |
| 3M | -12.5% | -10.1% | -2.4% | -11.7% |
| 6M | +8.2% | -16.9% | +25.1% | +10.2% |
| YTD | +40.7% | -18.1% | +58.9% | +40.3% |
| 1Y | +46.1% | +5.6% | +40.5% | +35.2% |
| All | +46.1% | +0.7% | +45.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling