+1,582.8%
ASML vs CMG
+369.3%
+1,213.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.0% |
| 7D | +2.5% | +4.1% | -1.5% | +1.0% |
| 30D | -12.2% | +20.5% | -32.7% | -18.7% |
| 3M | -14.6% | +14.5% | -29.1% | -20.1% |
| 6M | -1.7% | +14.8% | -16.5% | -10.4% |
| YTD | +44.3% | -1.0% | +45.3% | +39.5% |
| 1Y | +51.0% | +22.9% | +28.1% | +32.3% |
| 3Y | +137.6% | -13.6% | +151.2% | +133.4% |
| 5Y | +92.7% | +0.9% | +91.9% | +72.3% |
| 10Y | +1,582.8% | +361.4% | +1,221.4% | +872.4% |
| All | +1,582.8% | +369.3% | +1,213.5% | +872.4% |
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