+46.1%
ASML vs CME
+19.8%
+26.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -2.7% |
| 7D | -10.0% | +4.8% | -14.9% | -7.1% |
| 30D | -19.4% | +14.2% | -33.6% | -12.0% |
| 3M | -12.5% | +17.9% | -30.4% | -2.2% |
| 6M | +8.2% | +7.2% | +1.0% | +17.3% |
| YTD | +40.7% | +16.7% | +24.0% | +60.5% |
| 1Y | +46.1% | +19.6% | +26.6% | +69.8% |
| All | +46.1% | +19.8% | +26.4% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling