+164.9%
ASML vs CL
+30.5%
+134.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +3.6% |
| 7D | +1.1% | -2.2% | +3.3% | +0.3% |
| 30D | +2.2% | -4.8% | +7.0% | +0.5% |
| 3M | -2.3% | +4.9% | -7.2% | -0.6% |
| 6M | +23.0% | -5.7% | +28.7% | +20.8% |
| YTD | +61.1% | +14.4% | +46.7% | +69.8% |
| 1Y | +129.1% | +8.7% | +120.4% | +139.8% |
| All | +164.9% | +30.5% | +134.5% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling