+46.6%
ASML vs CLS
-34.6%
+81.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.9% | -1.6% | +3.7% |
| 7D | -0.8% | -10.6% | +9.7% | +2.6% |
| 30D | -14.9% | -38.4% | +23.6% | -2.1% |
| 3M | -13.0% | -29.9% | +16.9% | -4.1% |
| 6M | -4.7% | -40.6% | +35.9% | +8.7% |
| YTD | +42.3% | -24.6% | +66.9% | +46.8% |
| All | +46.6% | -34.6% | +81.1% | +54.6% |
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