+874.5%
ASML vs CLBK
+67.9%
+806.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | +2.2% | +9.1% | -6.9% | -0.7% |
| 3M | -2.3% | +27.7% | -30.0% | -10.1% |
| 6M | +23.0% | +40.8% | -17.9% | +9.7% |
| YTD | +61.1% | +66.4% | -5.3% | +35.5% |
| 1Y | +129.1% | +72.4% | +56.7% | +89.8% |
| 3Y | +165.4% | +50.7% | +114.7% | +122.4% |
| 5Y | +109.5% | +42.9% | +66.5% | +66.1% |
| All | +874.5% | +67.9% | +806.6% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling