+108.6%
ASML vs CL
+28.4%
+80.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.0% |
| 30D | +2.2% | -4.8% | +7.0% | +1.9% |
| 3M | -2.3% | +4.9% | -7.2% | -2.6% |
| 6M | +23.0% | -5.7% | +28.7% | +22.7% |
| YTD | +61.1% | +14.4% | +46.7% | +60.4% |
| 1Y | +129.1% | +8.7% | +120.4% | +129.3% |
| 3Y | +165.4% | +30.0% | +135.4% | +137.5% |
| All | +108.6% | +28.4% | +80.2% | +86.2% |
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