+108.6%
ASML vs CDW
-19.1%
+127.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | +1.1% | +3.2% | -2.1% | -0.5% |
| 30D | +2.2% | +9.3% | -7.1% | -2.7% |
| 3M | -2.3% | +9.8% | -12.1% | -8.6% |
| 6M | +23.0% | +23.3% | -0.4% | +2.6% |
| YTD | +61.1% | +13.7% | +47.4% | +39.9% |
| 1Y | +129.1% | -6.5% | +135.6% | +127.6% |
| 3Y | +165.4% | -25.2% | +190.6% | +200.5% |
| All | +108.6% | -19.1% | +127.7% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 5y: compounded portfolio wealth divided by compounded CDW 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…
5y analysis · Full analysis span regression · 6 months rolling