+1,504.8%
ASML vs CME
+320.1%
+1,184.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.7% | +6.3% |
| 7D | -0.8% | -0.6% | -0.3% | -0.7% |
| 30D | -14.9% | +8.5% | -23.4% | -16.9% |
| 3M | -13.0% | +16.0% | -29.0% | -16.8% |
| 6M | -4.7% | +9.3% | -14.0% | -7.9% |
| YTD | +42.3% | +15.3% | +27.0% | +34.0% |
| 1Y | +49.7% | +14.4% | +35.3% | +41.1% |
| 3Y | +144.3% | +59.9% | +84.4% | +95.2% |
| 5Y | +86.4% | +69.4% | +16.9% | +43.8% |
| 10Y | +1,504.8% | +299.5% | +1,205.3% | +887.2% |
| All | +1,504.8% | +320.1% | +1,184.7% | +887.2% |
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