+117.9%
ASML vs CG
+48.3%
+69.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.5% | -2.8% | -6.6% |
| 7D | -19.0% | -1.5% | -17.5% | -18.5% |
| 30D | -25.9% | +2.8% | -28.7% | -26.9% |
| 3M | -19.1% | -19.2% | +0.2% | -11.8% |
| 6M | -5.7% | -21.0% | +15.2% | +3.2% |
| YTD | +27.6% | -31.0% | +58.6% | +47.2% |
| 1Y | +30.8% | -21.1% | +51.9% | +41.5% |
| All | +117.9% | +48.3% | +69.6% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling