+128.9%
ASML vs CME
+66.3%
+62.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +4.8% |
| 7D | -9.0% | +0.9% | -9.9% | -8.5% |
| 30D | -21.0% | +13.2% | -34.1% | -14.8% |
| 3M | -16.3% | +16.3% | -32.6% | -8.2% |
| 6M | -7.5% | +7.1% | -14.7% | -1.1% |
| YTD | +34.0% | +15.8% | +18.2% | +49.9% |
| 1Y | +39.3% | +17.1% | +22.2% | +56.9% |
| 3Y | +128.9% | +63.2% | +65.7% | +212.9% |
| All | +128.9% | +66.3% | +62.5% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling