+108.6%
ASML vs CF
+227.0%
-118.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.3% |
| 7D | +1.1% | +6.0% | -4.9% | +0.8% |
| 30D | +2.2% | +14.8% | -12.7% | +1.5% |
| 3M | -2.3% | +14.1% | -16.4% | -3.0% |
| 6M | +23.0% | +28.5% | -5.6% | +18.5% |
| YTD | +61.1% | +74.9% | -13.9% | +47.9% |
| 1Y | +129.1% | +61.7% | +67.4% | +112.4% |
| 3Y | +165.4% | +80.3% | +85.0% | +137.7% |
| All | +108.6% | +227.0% | -118.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling