+85,040.9%
ASML vs CLF
+325.8%
+84,715.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.2% | +5.6% | -1.6% |
| 7D | -10.0% | -7.9% | -2.1% | -8.4% |
| 30D | -19.4% | +5.2% | -24.7% | -20.7% |
| 3M | -12.5% | +4.3% | -16.8% | -14.1% |
| 6M | +8.2% | +25.3% | -17.0% | +1.0% |
| YTD | +40.7% | -3.3% | +44.0% | +36.9% |
| 1Y | +46.1% | +20.2% | +25.9% | +35.2% |
| 3Y | +138.5% | -25.0% | +163.5% | +127.5% |
| 5Y | +84.2% | -42.1% | +126.3% | +79.6% |
| 10Y | +1,505.1% | +139.1% | +1,366.0% | +857.1% |
| All | +85,040.9% | +325.8% | +84,715.2% | +14,353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling