+1,867.8%
ASML vs CDW
+942.7%
+925.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -6.4% |
| 7D | -19.0% | -4.1% | -14.9% | -17.8% |
| 30D | -25.9% | +16.7% | -42.7% | -32.0% |
| 3M | -19.1% | +13.6% | -32.6% | -25.8% |
| 6M | -5.7% | +17.0% | -22.8% | -19.3% |
| YTD | +27.6% | +18.1% | +9.5% | +6.8% |
| 1Y | +30.8% | +10.5% | +20.3% | +13.8% |
| 3Y | +116.2% | -20.9% | +137.1% | +124.4% |
| 5Y | +67.7% | -9.3% | +77.0% | +60.9% |
| 10Y | +1,355.3% | +310.6% | +1,044.8% | +617.5% |
| All | +1,867.8% | +942.7% | +925.1% | +702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling