+129.1%
ASML vs CFG
+40.4%
+88.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +1.5% | -0.4% | +0.3% |
| 30D | +2.2% | -3.8% | +6.0% | +4.1% |
| 3M | -2.3% | +11.5% | -13.8% | -8.2% |
| 6M | +23.0% | +19.2% | +3.8% | +11.5% |
| YTD | +61.1% | +23.7% | +37.4% | +43.7% |
| 1Y | +129.1% | +38.8% | +90.3% | +101.3% |
| All | +129.1% | +40.4% | +88.7% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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