+46.1%
ASML vs CMG
+12.0%
+34.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.8% | -9.4% | -3.5% |
| 7D | -10.0% | +22.5% | -32.5% | -10.1% |
| 30D | -19.4% | +14.1% | -33.5% | -19.4% |
| 3M | -12.5% | +4.1% | -16.6% | -12.4% |
| 6M | +8.2% | +10.1% | -1.8% | +7.0% |
| YTD | +40.7% | -4.9% | +45.6% | +44.0% |
| 1Y | +46.1% | +10.9% | +35.2% | +46.5% |
| All | +46.1% | +12.0% | +34.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling