+1,504.8%
ASML vs CDE
+37.8%
+1,467.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +5.1% |
| 7D | -0.8% | +23.5% | -24.3% | -4.5% |
| 30D | -14.9% | -4.0% | -10.9% | -14.4% |
| 3M | -13.0% | -5.4% | -7.6% | -12.7% |
| 6M | -4.7% | -11.3% | +6.6% | -4.0% |
| YTD | +42.3% | -7.6% | +49.9% | +40.6% |
| 1Y | +49.7% | +12.1% | +37.6% | +42.9% |
| 3Y | +144.3% | +652.0% | -507.7% | +62.0% |
| 5Y | +86.4% | +137.3% | -50.9% | +38.8% |
| 10Y | +1,504.8% | +50.3% | +1,454.6% | +966.0% |
| All | +1,504.8% | +37.8% | +1,467.0% | +966.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling