+30.8%
ASML vs CEG
-34.0%
+64.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.9% | -8.4% |
| 7D | -19.0% | -9.4% | -9.6% | -16.0% |
| 30D | -25.9% | -20.2% | -5.7% | -19.7% |
| 3M | -19.1% | -9.5% | -9.6% | -16.2% |
| 6M | -5.7% | -25.0% | +19.2% | +3.0% |
| YTD | +27.6% | -31.9% | +59.4% | +43.2% |
| 1Y | +30.8% | -33.7% | +64.4% | +48.6% |
| All | +30.8% | -34.0% | +64.7% | +48.6% |
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