+75.5%
ASML vs CME
+69.3%
+6.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.0% |
| 7D | -9.0% | +0.9% | -9.9% | -9.0% |
| 30D | -21.0% | +13.2% | -34.1% | -20.5% |
| 3M | -16.3% | +16.3% | -32.6% | -15.9% |
| 6M | -7.5% | +7.1% | -14.7% | -6.1% |
| YTD | +34.0% | +15.8% | +18.2% | +34.0% |
| 1Y | +39.3% | +17.1% | +22.2% | +38.9% |
| 3Y | +128.9% | +63.2% | +65.7% | +98.7% |
| All | +75.5% | +69.3% | +6.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling