+710.7%
ASML vs CLBK
+59.4%
+651.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.7% |
| 7D | -9.0% | +0.6% | -9.6% | -9.2% |
| 30D | -21.0% | +2.9% | -23.8% | -21.8% |
| 3M | -16.3% | +3.0% | -19.3% | -17.3% |
| 6M | -7.5% | +27.3% | -34.8% | -15.0% |
| YTD | +34.0% | +58.0% | -24.0% | +14.4% |
| 1Y | +39.3% | +62.4% | -23.1% | +17.7% |
| 3Y | +128.9% | +46.9% | +81.9% | +92.8% |
| 5Y | +76.1% | +25.3% | +50.8% | +49.3% |
| All | +710.7% | +59.4% | +651.3% | +483.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling