+133.5%
ASML vs CLS
+808.6%
-675.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.9% | -13.9% | +11.0% | +2.0% |
| 30D | -15.2% | -38.2% | +23.0% | -1.4% |
| 3M | -12.9% | -28.8% | +15.9% | -4.1% |
| 6M | -5.0% | -40.4% | +35.3% | +8.6% |
| YTD | +41.8% | -24.3% | +66.1% | +46.0% |
| 1Y | +46.0% | -35.0% | +81.1% | +55.9% |
| 3Y | +133.5% | +778.7% | -645.2% | -26.1% |
| All | +133.5% | +808.6% | -675.2% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling