+1,323.9%
ASML vs CME
+332.9%
+991.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.3% |
| 7D | -19.0% | +3.7% | -22.7% | -19.8% |
| 30D | -25.9% | +13.7% | -39.7% | -28.5% |
| 3M | -19.1% | +16.6% | -35.6% | -22.6% |
| 6M | -5.7% | +8.2% | -13.9% | -8.5% |
| YTD | +27.6% | +16.3% | +11.2% | +20.0% |
| 1Y | +30.8% | +19.1% | +11.7% | +21.7% |
| 3Y | +116.2% | +67.4% | +48.9% | +69.9% |
| 5Y | +67.7% | +71.0% | -3.3% | +29.5% |
| All | +1,323.9% | +332.9% | +991.0% | +814.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling