+77,094.7%
ASML vs CLX
+1,434.2%
+75,660.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.9% | -9.5% |
| 7D | -19.0% | +12.4% | -31.5% | -21.8% |
| 30D | -25.9% | +21.1% | -47.0% | -30.1% |
| 3M | -19.1% | -3.3% | -15.7% | -18.8% |
| 6M | -5.7% | +18.8% | -24.6% | -11.6% |
| YTD | +27.6% | +3.9% | +23.7% | +24.0% |
| 1Y | +30.8% | -3.8% | +34.6% | +29.6% |
| 3Y | +116.2% | -10.5% | +126.7% | +113.2% |
| 5Y | +67.7% | -26.7% | +94.3% | +72.0% |
| 10Y | +1,355.3% | +19.9% | +1,335.4% | +1,082.6% |
| All | +77,094.7% | +1,434.2% | +75,660.5% | +32,736.4% |
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