+30.8%
ASML vs CF
+42.3%
-11.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.2% | -15.5% | -7.2% |
| 7D | -19.0% | +0.4% | -19.4% | -18.5% |
| 30D | -25.9% | +2.2% | -28.1% | -24.9% |
| 3M | -19.1% | +2.1% | -21.2% | -17.4% |
| 6M | -5.7% | -6.5% | +0.8% | -5.9% |
| YTD | +27.6% | +55.6% | -28.0% | +32.5% |
| 1Y | +30.8% | +42.3% | -11.5% | +35.5% |
| All | +30.8% | +42.3% | -11.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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