+164.9%
ASML vs CEG
+186.0%
-21.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.7% |
| 7D | +1.1% | +8.0% | -6.9% | -1.3% |
| 30D | +2.2% | +12.9% | -10.8% | -1.6% |
| 3M | -2.3% | +13.2% | -15.5% | -6.0% |
| 6M | +23.0% | -7.0% | +30.0% | +24.2% |
| YTD | +61.1% | -15.0% | +76.1% | +66.2% |
| 1Y | +129.1% | -2.7% | +131.8% | +126.1% |
| All | +164.9% | +186.0% | -21.1% | +80.4% |
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