+1,534.9%
ASML vs CHD
+180.1%
+1,354.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -2.9% | +2.4% | -5.2% | -3.1% |
| 30D | -15.2% | +13.9% | -29.1% | -16.3% |
| 3M | -12.9% | +8.5% | -21.4% | -13.7% |
| 6M | -5.0% | +20.4% | -25.4% | -7.3% |
| YTD | +41.8% | +34.5% | +7.3% | +36.2% |
| 1Y | +46.0% | +33.8% | +12.3% | +40.2% |
| 3Y | +133.5% | +29.1% | +104.3% | +120.7% |
| 5Y | +93.0% | +31.2% | +61.8% | +78.3% |
| 10Y | +1,534.9% | +193.1% | +1,341.8% | +1,159.7% |
| All | +1,534.9% | +180.1% | +1,354.8% | +1,159.7% |
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