+11,640.9%
ASML vs CHRW
+4,173.0%
+7,468.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | +2.2% | -3.5% | +5.7% | +3.5% |
| 3M | -2.3% | -19.4% | +17.1% | +5.7% |
| 6M | +23.0% | -21.4% | +44.3% | +33.3% |
| YTD | +61.1% | -7.1% | +68.2% | +60.4% |
| 1Y | +129.1% | +17.8% | +111.3% | +102.4% |
| 3Y | +165.4% | +78.8% | +86.6% | +82.7% |
| 5Y | +109.5% | +83.5% | +25.9% | +39.6% |
| 10Y | +1,645.7% | +160.2% | +1,485.5% | +828.0% |
| All | +11,640.9% | +4,173.0% | +7,468.0% | +1,109.2% |
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