+67.7%
ASML vs CL
+43.3%
+24.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.3% | -9.3% |
| 7D | -19.0% | +5.9% | -25.0% | -18.5% |
| 30D | -25.9% | +13.8% | -39.7% | -24.9% |
| 3M | -19.1% | +6.4% | -25.5% | -18.3% |
| 6M | -5.7% | +15.6% | -21.4% | -4.7% |
| YTD | +27.6% | +27.9% | -0.3% | +28.8% |
| 1Y | +30.8% | +31.4% | -0.6% | +31.7% |
| 3Y | +116.2% | +41.4% | +74.8% | +98.6% |
| 5Y | +67.7% | +42.8% | +24.9% | +53.7% |
| All | +67.7% | +43.3% | +24.3% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling