+135.9%
ASML vs CMG
-15.3%
+151.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.9% | +8.0% | -10.9% | -4.5% |
| 30D | -15.2% | +13.7% | -28.9% | -17.7% |
| 3M | -12.9% | +11.8% | -24.7% | -15.7% |
| 6M | -5.0% | +10.6% | -15.6% | -9.5% |
| YTD | +41.8% | -2.9% | +44.7% | +40.9% |
| 1Y | +46.0% | +17.8% | +28.2% | +34.8% |
| All | +135.9% | -15.3% | +151.2% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling