+129.1%
ASML vs CHRW
+17.2%
+111.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | +2.2% | -3.5% | +5.7% | +2.7% |
| 3M | -2.3% | -19.4% | +17.1% | +1.3% |
| 6M | +23.0% | -21.4% | +44.3% | +27.6% |
| YTD | +61.1% | -7.1% | +68.2% | +61.4% |
| 1Y | +129.1% | +17.8% | +111.3% | +128.7% |
| All | +129.1% | +17.2% | +111.9% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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