+97,349.8%
ASML vs CL
+2,018.4%
+95,331.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | +2.2% | -4.8% | +7.0% | +4.1% |
| 3M | -2.3% | +4.9% | -7.2% | -5.3% |
| 6M | +23.0% | -5.7% | +28.7% | +24.3% |
| YTD | +61.1% | +14.4% | +46.7% | +49.8% |
| 1Y | +129.1% | +8.7% | +120.4% | +116.0% |
| 3Y | +165.4% | +30.0% | +135.4% | +124.5% |
| 5Y | +109.5% | +28.4% | +81.1% | +76.8% |
| 10Y | +1,645.7% | +50.1% | +1,595.6% | +1,241.6% |
| All | +97,349.8% | +2,018.4% | +95,331.3% | +23,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling