+10,157.9%
ASML vs CHRW
+3,773.6%
+6,384.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -10.0% | +4.9% | -14.9% | -11.9% |
| 30D | -19.4% | -4.8% | -14.6% | -18.3% |
| 3M | -12.5% | -13.1% | +0.7% | -8.5% |
| 6M | +8.2% | -16.3% | +24.6% | +13.2% |
| YTD | +40.7% | -15.8% | +56.5% | +44.2% |
| 1Y | +46.1% | -11.1% | +57.3% | +46.1% |
| 3Y | +138.5% | +75.3% | +63.2% | +63.1% |
| 5Y | +84.2% | +56.0% | +28.1% | +30.3% |
| 10Y | +1,505.1% | +144.9% | +1,360.2% | +762.7% |
| All | +10,157.9% | +3,773.6% | +6,384.4% | +987.5% |
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