+1,395.4%
ASML vs CLS
+1,628.1%
-232.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | -9.0% | -22.2% | +13.1% | -0.7% |
| 30D | -21.0% | -44.4% | +23.4% | -3.5% |
| 3M | -16.3% | -34.3% | +18.0% | -4.6% |
| 6M | -7.5% | -50.1% | +42.5% | +13.4% |
| YTD | +34.0% | -30.1% | +64.1% | +42.0% |
| 1Y | +39.3% | -39.3% | +78.6% | +52.5% |
| 3Y | +128.9% | +732.7% | -603.9% | -19.2% |
| 5Y | +76.1% | +1,777.2% | -1,701.1% | -55.6% |
| All | +1,395.4% | +1,628.1% | -232.7% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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