+46.0%
ASML vs CEG
-26.7%
+72.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.8% |
| 7D | -2.9% | +1.7% | -4.5% | -3.6% |
| 30D | -15.2% | -10.2% | -5.0% | -12.2% |
| 3M | -12.9% | -0.8% | -12.1% | -13.0% |
| 6M | -5.0% | -11.5% | +6.5% | -2.3% |
| YTD | +41.8% | -23.9% | +65.7% | +52.6% |
| 1Y | +46.0% | -25.4% | +71.4% | +58.7% |
| All | +46.0% | -26.7% | +72.7% | +58.7% |
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