+123.1%
ASML vs CDE
+39.0%
+84.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.5% |
| 7D | +6.0% | +2.3% | +3.7% | +5.3% |
| 30D | +1.4% | +18.8% | -17.4% | -3.1% |
| 3M | +1.0% | +23.5% | -22.5% | -5.4% |
| 6M | +37.0% | -8.6% | +45.6% | +34.9% |
| YTD | +65.8% | +16.0% | +49.8% | +55.0% |
| 1Y | +123.1% | +42.1% | +81.1% | +92.9% |
| All | +123.1% | +39.0% | +84.1% | +92.9% |
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