+1,761.8%
ASML vs CDE
+38.3%
+1,723.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.4% |
| 7D | +6.0% | +2.3% | +3.7% | +5.5% |
| 30D | +1.4% | +18.8% | -17.4% | -1.9% |
| 3M | +1.0% | +23.5% | -22.5% | -3.5% |
| 6M | +37.0% | -8.6% | +45.6% | +37.0% |
| YTD | +65.8% | +16.0% | +49.8% | +57.9% |
| 1Y | +123.1% | +42.1% | +81.1% | +103.2% |
| 3Y | +188.2% | +835.9% | -647.7% | +83.6% |
| 5Y | +115.6% | +197.6% | -82.0% | +54.5% |
| 10Y | +1,761.8% | +39.6% | +1,722.3% | +1,149.0% |
| All | +1,761.8% | +38.3% | +1,723.5% | +1,149.0% |
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