+1,670.8%
ASML vs CMG
+328.5%
+1,342.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.8% |
| 7D | +1.1% | -2.8% | +3.9% | +2.2% |
| 30D | +2.2% | +7.1% | -4.9% | -0.8% |
| 3M | -2.3% | +31.2% | -33.5% | -14.3% |
| 6M | +23.0% | +0.7% | +22.3% | +19.7% |
| YTD | +61.1% | -0.1% | +61.2% | +56.8% |
| 1Y | +129.1% | -10.7% | +139.9% | +130.0% |
| 3Y | +165.4% | -4.7% | +170.0% | +152.3% |
| 5Y | +109.5% | -3.8% | +113.2% | +93.0% |
| All | +1,670.8% | +328.5% | +1,342.3% | +993.9% |
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