+1,815.8%
ASML vs CFG
+396.4%
+1,419.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | +2.2% | -3.8% | +6.0% | +3.7% |
| 3M | -2.3% | +11.5% | -13.8% | -6.4% |
| 6M | +23.0% | +19.2% | +3.8% | +15.2% |
| YTD | +61.1% | +23.7% | +37.4% | +48.6% |
| 1Y | +129.1% | +38.8% | +90.3% | +102.0% |
| 3Y | +165.4% | +178.9% | -13.5% | +76.3% |
| 5Y | +109.5% | +101.8% | +7.7% | +53.9% |
| 10Y | +1,645.7% | +317.3% | +1,328.5% | +767.6% |
| All | +1,815.8% | +396.4% | +1,419.5% | +784.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling