+1,323.9%
ASML vs CLF
+101.4%
+1,222.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.2% | +2.9% | -6.6% |
| 7D | -19.0% | -21.0% | +1.9% | -14.6% |
| 30D | -25.9% | -8.0% | -17.9% | -24.8% |
| 3M | -19.1% | -10.9% | -8.1% | -17.6% |
| 6M | -5.7% | +5.8% | -11.6% | -8.6% |
| YTD | +27.6% | -15.1% | +42.7% | +27.8% |
| 1Y | +30.8% | +7.2% | +23.5% | +24.0% |
| 3Y | +116.2% | -34.2% | +150.4% | +112.4% |
| 5Y | +67.7% | -49.6% | +117.3% | +68.3% |
| All | +1,323.9% | +101.4% | +1,222.5% | +893.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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