+1,411.0%
ASML vs CMG
+363.4%
+1,047.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.8% | +6.0% |
| 7D | -9.0% | +8.0% | -17.0% | -11.9% |
| 30D | -21.0% | +11.9% | -32.9% | -24.9% |
| 3M | -16.3% | +2.1% | -18.4% | -18.2% |
| 6M | -7.5% | +5.2% | -12.7% | -12.9% |
| YTD | +34.0% | -6.9% | +40.9% | +32.5% |
| 1Y | +39.3% | +12.7% | +26.6% | +26.3% |
| 3Y | +128.9% | -16.8% | +145.7% | +127.6% |
| 5Y | +76.1% | -4.1% | +80.1% | +60.5% |
| All | +1,411.0% | +363.4% | +1,047.6% | +810.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling