+9,200.6%
ASML vs CHRW
+3,613.5%
+5,587.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.6% |
| 7D | -19.0% | +0.7% | -19.7% | -19.2% |
| 30D | -25.9% | -5.0% | -20.9% | -24.7% |
| 3M | -19.1% | -16.1% | -3.0% | -14.0% |
| 6M | -5.7% | -22.6% | +16.9% | +2.1% |
| YTD | +27.6% | -19.3% | +46.9% | +33.3% |
| 1Y | +30.8% | -14.9% | +45.7% | +33.4% |
| 3Y | +116.2% | +68.0% | +48.2% | +50.8% |
| 5Y | +67.7% | +53.2% | +14.5% | +19.6% |
| 10Y | +1,355.3% | +134.8% | +1,220.5% | +697.5% |
| All | +9,200.6% | +3,613.5% | +5,587.0% | +905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling