+1,395.4%
ASML vs CHD
+182.8%
+1,212.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.2% |
| 7D | -9.0% | +2.0% | -11.0% | -9.2% |
| 30D | -21.0% | +13.0% | -34.0% | -22.0% |
| 3M | -16.3% | +6.1% | -22.4% | -16.9% |
| 6M | -7.5% | +15.9% | -23.4% | -9.4% |
| YTD | +34.0% | +31.6% | +2.4% | +28.8% |
| 1Y | +39.3% | +28.5% | +10.8% | +34.3% |
| 3Y | +128.9% | +30.5% | +98.4% | +115.0% |
| 5Y | +76.1% | +30.7% | +45.4% | +62.2% |
| All | +1,395.4% | +182.8% | +1,212.6% | +1,051.9% |
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