+117.9%
ASML vs CFG
+171.1%
-53.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -8.1% |
| 7D | -19.0% | -2.2% | -16.9% | -18.3% |
| 30D | -25.9% | +0.4% | -26.3% | -26.0% |
| 3M | -19.1% | -12.6% | -6.5% | -14.9% |
| 6M | -5.7% | +0.6% | -6.3% | -6.4% |
| YTD | +27.6% | +12.4% | +15.1% | +21.5% |
| 1Y | +30.8% | +27.7% | +3.1% | +19.1% |
| All | +117.9% | +171.1% | -53.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling