+1,504.8%
ASML vs CFG
+248.3%
+1,256.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -14.9% | +3.2% | -18.1% | -15.8% |
| 3M | -13.0% | -9.7% | -3.3% | -9.8% |
| 6M | -4.7% | +3.6% | -8.3% | -6.3% |
| YTD | +42.3% | +14.7% | +27.6% | +34.9% |
| 1Y | +49.7% | +29.6% | +20.1% | +35.7% |
| 3Y | +144.3% | +190.6% | -46.3% | +61.2% |
| 5Y | +86.4% | +67.1% | +19.3% | +47.5% |
| 10Y | +1,504.8% | +237.0% | +1,267.8% | +995.8% |
| All | +1,504.8% | +248.3% | +1,256.6% | +995.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling