+128.9%
ASML vs CMG
-15.7%
+144.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.8% | +5.6% |
| 7D | -9.0% | +8.0% | -17.0% | -10.7% |
| 30D | -21.0% | +11.9% | -32.9% | -23.2% |
| 3M | -16.3% | +2.1% | -18.4% | -17.3% |
| 6M | -7.5% | +5.2% | -12.7% | -11.0% |
| YTD | +34.0% | -6.9% | +40.9% | +34.3% |
| 1Y | +39.3% | +12.7% | +26.6% | +29.8% |
| 3Y | +128.9% | -16.8% | +145.7% | +121.3% |
| All | +128.9% | -15.7% | +144.6% | +121.3% |
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