+84.2%
ASML vs CL
+44.7%
+39.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -3.2% |
| 7D | -10.0% | +7.7% | -17.7% | -9.2% |
| 30D | -19.4% | +15.2% | -34.7% | -18.3% |
| 3M | -12.5% | +7.3% | -19.8% | -11.6% |
| 6M | +8.2% | +17.0% | -8.8% | +9.4% |
| YTD | +40.7% | +28.0% | +12.7% | +42.1% |
| 1Y | +46.1% | +32.1% | +14.0% | +47.2% |
| 3Y | +138.5% | +41.5% | +97.0% | +119.1% |
| 5Y | +84.2% | +43.9% | +40.3% | +69.1% |
| All | +84.2% | +44.7% | +39.5% | +69.1% |
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