+1,573.8%
ASML vs CFG
+365.8%
+1,208.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.5% |
| 7D | -10.0% | +1.8% | -11.8% | -10.6% |
| 30D | -19.4% | +3.3% | -22.7% | -20.5% |
| 3M | -12.5% | -9.8% | -2.6% | -9.3% |
| 6M | +8.2% | +5.2% | +3.0% | +5.7% |
| YTD | +40.7% | +16.1% | +24.6% | +32.6% |
| 1Y | +46.1% | +33.7% | +12.5% | +30.6% |
| 3Y | +138.5% | +181.2% | -42.7% | +58.1% |
| 5Y | +84.2% | +69.1% | +15.0% | +44.4% |
| 10Y | +1,505.1% | +264.3% | +1,240.9% | +741.4% |
| All | +1,573.8% | +365.8% | +1,208.0% | +689.4% |
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