+67.7%
ASML vs CME
+69.1%
-1.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.4% |
| 7D | -19.0% | +3.7% | -22.7% | -18.9% |
| 30D | -25.9% | +13.7% | -39.7% | -25.5% |
| 3M | -19.1% | +16.6% | -35.6% | -18.6% |
| 6M | -5.7% | +8.2% | -13.9% | -4.3% |
| YTD | +27.6% | +16.3% | +11.2% | +27.7% |
| 1Y | +30.8% | +19.1% | +11.7% | +30.2% |
| 3Y | +116.2% | +67.4% | +48.9% | +85.4% |
| 5Y | +67.7% | +71.0% | -3.3% | +37.9% |
| All | +67.7% | +69.1% | -1.5% | +37.9% |
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 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