+128.9%
ASML vs CEG
+114.1%
+14.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.7% | +3.7% |
| 7D | -9.0% | -4.7% | -4.3% | -7.6% |
| 30D | -21.0% | -16.6% | -4.4% | -16.4% |
| 3M | -16.3% | -4.1% | -12.2% | -15.4% |
| 6M | -7.5% | -22.3% | +14.8% | -1.0% |
| YTD | +34.0% | -28.9% | +62.9% | +45.6% |
| 1Y | +39.3% | -28.5% | +67.7% | +50.9% |
| 3Y | +128.9% | +104.3% | +24.6% | +81.3% |
| All | +128.9% | +114.1% | +14.7% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling