+108.6%
ASML vs CLBK
+42.8%
+65.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +2.2% | +9.1% | -6.9% | +0.5% |
| 3M | -2.3% | +27.7% | -30.0% | -6.8% |
| 6M | +23.0% | +40.8% | -17.9% | +15.2% |
| YTD | +61.1% | +66.4% | -5.3% | +46.3% |
| 1Y | +129.1% | +72.4% | +56.7% | +106.6% |
| 3Y | +165.4% | +50.7% | +114.7% | +140.4% |
| All | +108.6% | +42.8% | +65.8% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling