+129.1%
ASML vs CEG
-3.0%
+132.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.5% |
| 7D | +1.1% | +8.0% | -6.9% | -1.5% |
| 30D | +2.2% | +12.9% | -10.8% | -2.0% |
| 3M | -2.3% | +13.2% | -15.5% | -6.5% |
| 6M | +23.0% | -7.0% | +30.0% | +23.8% |
| YTD | +61.1% | -15.0% | +76.1% | +65.8% |
| 1Y | +129.1% | -2.7% | +131.8% | +135.8% |
| All | +129.1% | -3.0% | +132.1% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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