+46.1%
ASML vs CL
+33.4%
+12.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -1.7% |
| 7D | -10.0% | +7.7% | -17.7% | -5.9% |
| 30D | -19.4% | +15.2% | -34.7% | -12.5% |
| 3M | -12.5% | +7.3% | -19.8% | -8.0% |
| 6M | +8.2% | +17.0% | -8.8% | +17.4% |
| YTD | +40.7% | +28.0% | +12.7% | +70.8% |
| 1Y | +46.1% | +32.1% | +14.0% | +83.6% |
| All | +46.1% | +33.4% | +12.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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