+1,395.4%
ASML vs CLX
+19.4%
+1,376.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | -9.0% | +13.6% | -22.6% | -10.1% |
| 30D | -21.0% | +23.4% | -44.3% | -22.5% |
| 3M | -16.3% | -2.8% | -13.5% | -16.1% |
| 6M | -7.5% | +14.0% | -21.5% | -9.1% |
| YTD | +34.0% | +4.2% | +29.8% | +33.1% |
| 1Y | +39.3% | -1.2% | +40.4% | +39.0% |
| 3Y | +128.9% | -12.7% | +141.5% | +127.9% |
| 5Y | +76.1% | -26.5% | +102.6% | +77.4% |
| All | +1,395.4% | +19.4% | +1,376.0% | +1,220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling