+133.9%
ASML vs CDE
+563.3%
-429.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +4.9% | -9.6% | +14.6% | +7.3% |
| 30D | -9.3% | -6.7% | -2.6% | -8.0% |
| 3M | -19.0% | -24.2% | +5.2% | -14.6% |
| 6M | -5.2% | -29.1% | +23.9% | +0.2% |
| YTD | +40.6% | -21.5% | +62.1% | +42.9% |
| 1Y | +47.5% | -7.4% | +54.9% | +44.3% |
| 3Y | +133.9% | +596.3% | -462.4% | +53.9% |
| All | +133.9% | +563.3% | -429.4% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling