+39.3%
ASML vs CLS
-41.5%
+80.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | -9.0% | -22.2% | +13.1% | -1.8% |
| 30D | -21.0% | -44.4% | +23.4% | -6.2% |
| 3M | -16.3% | -34.3% | +18.0% | -5.9% |
| 6M | -7.5% | -50.1% | +42.5% | +11.0% |
| YTD | +34.0% | -30.1% | +64.1% | +41.6% |
| 1Y | +39.3% | -39.3% | +78.6% | +50.3% |
| All | +39.3% | -41.5% | +80.7% | +50.3% |
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