+1,559.3%
ASML vs CHD
+191.9%
+1,367.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | -12.7% | +11.6% | -24.3% | -13.7% |
| 3M | -17.2% | +10.7% | -27.9% | -18.1% |
| 6M | -1.3% | +20.2% | -21.5% | -3.7% |
| YTD | +40.8% | +34.5% | +6.3% | +35.2% |
| 1Y | +45.2% | +32.6% | +12.7% | +39.6% |
| 3Y | +131.8% | +29.1% | +102.7% | +119.1% |
| 5Y | +84.0% | +31.5% | +52.5% | +69.9% |
| All | +1,559.3% | +191.9% | +1,367.3% | +1,180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling