+97,349.8%
ASML vs CDE
-87.4%
+97,437.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.4% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +2.2% | +21.9% | -19.7% | -0.2% |
| 3M | -2.3% | +14.9% | -17.2% | -4.2% |
| 6M | +23.0% | -10.5% | +33.5% | +23.4% |
| YTD | +61.1% | +19.3% | +41.8% | +56.2% |
| 1Y | +129.1% | +50.8% | +78.3% | +115.8% |
| 3Y | +165.4% | +782.3% | -617.0% | +104.4% |
| 5Y | +109.5% | +191.7% | -82.2% | +73.0% |
| 10Y | +1,645.7% | +57.6% | +1,588.1% | +1,295.1% |
| All | +97,349.8% | -87.4% | +97,437.1% | +84,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling