+85,040.9%
ASML vs CLX
+1,425.9%
+83,615.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -5.2% |
| 7D | -10.0% | +14.2% | -24.2% | -13.4% |
| 30D | -19.4% | +22.7% | -42.1% | -24.2% |
| 3M | -12.5% | -2.8% | -9.7% | -12.3% |
| 6M | +8.2% | +17.7% | -9.5% | +1.8% |
| YTD | +40.7% | +3.3% | +37.4% | +36.9% |
| 1Y | +46.1% | -5.6% | +51.8% | +45.6% |
| 3Y | +138.5% | -11.0% | +149.5% | +135.5% |
| 5Y | +84.2% | -27.6% | +111.8% | +89.7% |
| 10Y | +1,505.1% | +19.2% | +1,485.9% | +1,206.5% |
| All | +85,040.9% | +1,425.9% | +83,615.0% | +36,176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling