+1,504.8%
ASML vs CLX
+26.7%
+1,478.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +5.7% |
| 7D | -0.8% | +17.4% | -18.2% | -2.3% |
| 30D | -14.9% | +27.8% | -42.6% | -16.8% |
| 3M | -13.0% | +3.0% | -16.0% | -13.2% |
| 6M | -4.7% | +17.5% | -22.2% | -6.5% |
| YTD | +42.3% | +10.0% | +32.3% | +40.7% |
| 1Y | +49.7% | +3.3% | +46.4% | +48.9% |
| 3Y | +144.3% | -10.1% | +154.4% | +143.2% |
| 5Y | +86.4% | -23.7% | +110.1% | +87.3% |
| 10Y | +1,504.8% | +24.9% | +1,480.0% | +1,316.8% |
| All | +1,504.8% | +26.7% | +1,478.1% | +1,316.8% |
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