+108.6%
ASML vs CLX
-34.6%
+143.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +1.1% | -9.2% | +10.3% | +1.8% |
| 30D | +2.2% | -11.0% | +13.2% | +3.0% |
| 3M | -2.3% | +5.0% | -7.3% | -3.1% |
| 6M | +23.0% | -18.8% | +41.8% | +24.7% |
| YTD | +61.1% | -4.4% | +65.5% | +61.4% |
| 1Y | +129.1% | -21.9% | +151.0% | +133.8% |
| 3Y | +165.4% | -32.8% | +198.1% | +172.8% |
| All | +108.6% | -34.6% | +143.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling