+23.0%
ASML vs CF
+27.0%
-4.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +2.9% |
| 7D | +1.1% | +6.0% | -4.9% | +3.6% |
| 30D | +2.2% | +14.8% | -12.7% | +8.4% |
| 3M | -2.3% | +14.1% | -16.4% | +3.8% |
| 6M | +23.0% | +28.5% | -5.6% | +38.2% |
| All | +23.0% | +27.0% | -4.0% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling