+10,281.7%
ASML vs CF
+5,948.3%
+4,333.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +5.0% |
| 7D | +1.1% | +6.0% | -4.9% | -0.4% |
| 30D | +2.2% | +14.8% | -12.7% | -1.6% |
| 3M | -2.3% | +14.1% | -16.4% | -6.1% |
| 6M | +23.0% | +28.5% | -5.6% | +11.4% |
| YTD | +61.1% | +74.9% | -13.9% | +33.8% |
| 1Y | +129.1% | +61.7% | +67.4% | +93.4% |
| 3Y | +165.4% | +80.3% | +85.0% | +112.1% |
| 5Y | +109.5% | +226.0% | -116.5% | +34.7% |
| 10Y | +1,645.7% | +569.9% | +1,075.9% | +748.9% |
| All | +10,281.7% | +5,948.3% | +4,333.4% | +2,283.0% |
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