+164.9%
ASML vs CME
+57.6%
+107.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.0% |
| 7D | +1.1% | -1.6% | +2.7% | +0.3% |
| 30D | +2.2% | +6.2% | -4.1% | +5.6% |
| 3M | -2.3% | +10.4% | -12.7% | +4.3% |
| 6M | +23.0% | -9.5% | +32.5% | +20.0% |
| YTD | +61.1% | +6.0% | +55.0% | +69.7% |
| 1Y | +129.1% | +9.3% | +119.8% | +145.8% |
| All | +164.9% | +57.6% | +107.3% | +224.6% |
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