+39.3%
ASML vs CG
-21.8%
+61.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -9.0% | -1.2% | -7.8% | -8.5% |
| 30D | -21.0% | +5.0% | -26.0% | -22.2% |
| 3M | -16.3% | -18.2% | +1.9% | -10.1% |
| 6M | -7.5% | -20.7% | +13.2% | +0.2% |
| YTD | +34.0% | -31.4% | +65.4% | +51.8% |
| 1Y | +39.3% | -22.3% | +61.5% | +50.7% |
| All | +39.3% | -21.8% | +61.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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