+16,378.9%
ASML vs CLS
+2,447.2%
+13,931.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.1% | +5.5% | +0.2% |
| 7D | -10.0% | -21.1% | +11.1% | -0.7% |
| 30D | -19.4% | -38.2% | +18.8% | -2.3% |
| 3M | -12.5% | -36.3% | +23.8% | +2.8% |
| 6M | +8.2% | -43.8% | +52.0% | +30.6% |
| YTD | +40.7% | -20.0% | +60.7% | +41.4% |
| 1Y | +46.1% | -29.6% | +75.7% | +51.4% |
| 3Y | +138.5% | +821.3% | -682.8% | -31.6% |
| 5Y | +84.2% | +2,134.5% | -2,050.3% | -65.5% |
| 10Y | +1,505.1% | +1,896.7% | -391.6% | +169.5% |
| All | +16,378.9% | +2,447.2% | +13,931.7% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling