+46.6%
ASML vs CDE
+7.8%
+38.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +4.6% |
| 7D | -0.8% | +23.5% | -24.3% | -6.2% |
| 30D | -14.9% | -4.0% | -10.9% | -14.2% |
| 3M | -13.0% | -5.4% | -7.6% | -12.8% |
| 6M | -4.7% | -11.3% | +6.6% | -4.5% |
| YTD | +42.3% | -7.6% | +49.9% | +37.5% |
| All | +46.6% | +7.8% | +38.7% | +35.0% |
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 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