+672.0%
ASML vs CLBK
+57.9%
+614.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -8.9% |
| 7D | -19.0% | +2.5% | -21.6% | -19.7% |
| 30D | -25.9% | -1.2% | -24.8% | -25.8% |
| 3M | -19.1% | +2.6% | -21.7% | -20.0% |
| 6M | -5.7% | +26.5% | -32.2% | -13.1% |
| YTD | +27.6% | +56.4% | -28.8% | +9.3% |
| 1Y | +30.8% | +58.8% | -28.0% | +11.3% |
| 3Y | +116.2% | +43.3% | +73.0% | +83.8% |
| 5Y | +67.7% | +24.0% | +43.6% | +42.6% |
| All | +672.0% | +57.9% | +614.1% | +457.5% |
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