+117.9%
ASML vs CLX
-10.5%
+128.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.3% |
| 7D | -19.0% | +12.4% | -31.5% | -18.0% |
| 30D | -25.9% | +21.1% | -47.0% | -24.5% |
| 3M | -19.1% | -3.3% | -15.7% | -18.8% |
| 6M | -5.7% | +18.8% | -24.6% | -4.2% |
| YTD | +27.6% | +3.9% | +23.7% | +30.2% |
| 1Y | +30.8% | -3.8% | +34.6% | +32.2% |
| All | +117.9% | -10.5% | +128.4% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling