+30.8%
ASML vs CLS
-38.6%
+69.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.0% | +3.7% | -5.2% |
| 7D | -19.0% | -27.3% | +8.2% | -10.8% |
| 30D | -25.9% | -47.0% | +21.1% | -10.8% |
| 3M | -19.1% | -43.3% | +24.3% | -5.2% |
| 6M | -5.7% | -50.8% | +45.0% | +13.6% |
| YTD | +27.6% | -30.4% | +58.0% | +35.0% |
| 1Y | +30.8% | -41.7% | +72.5% | +42.1% |
| All | +30.8% | -38.6% | +69.4% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling