+8,970.4%
ASML vs CF
+4,965.4%
+4,005.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.5% |
| 7D | -10.0% | -6.9% | -3.1% | -8.6% |
| 30D | -19.4% | -3.7% | -15.7% | -18.9% |
| 3M | -12.5% | -5.0% | -7.5% | -12.1% |
| 6M | +8.2% | -10.5% | +18.7% | +9.2% |
| YTD | +40.7% | +46.5% | -5.8% | +21.5% |
| 1Y | +46.1% | +34.8% | +11.3% | +28.8% |
| 3Y | +138.5% | +46.7% | +91.8% | +100.3% |
| 5Y | +84.2% | +112.0% | -27.8% | +33.1% |
| 10Y | +1,505.1% | +529.7% | +975.4% | +689.2% |
| All | +8,970.4% | +4,965.4% | +4,005.0% | +2,064.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling