+129.1%
ASML vs CDE
+54.5%
+74.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.6% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +2.2% | +21.9% | -19.7% | -3.2% |
| 3M | -2.3% | +14.9% | -17.2% | -6.9% |
| 6M | +23.0% | -10.5% | +33.5% | +21.4% |
| YTD | +61.1% | +19.3% | +41.8% | +49.5% |
| 1Y | +129.1% | +50.8% | +78.3% | +94.8% |
| All | +129.1% | +54.5% | +74.6% | +94.8% |
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