+108.6%
ASML vs CMG
-3.6%
+112.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.9% |
| 7D | +1.1% | -2.8% | +3.9% | +2.3% |
| 30D | +2.2% | +7.1% | -4.9% | -1.1% |
| 3M | -2.3% | +31.2% | -33.5% | -16.0% |
| 6M | +23.0% | +0.7% | +22.3% | +19.6% |
| YTD | +61.1% | -0.1% | +61.2% | +56.6% |
| 1Y | +129.1% | -10.7% | +139.9% | +131.5% |
| 3Y | +165.4% | -4.7% | +170.0% | +138.0% |
| All | +108.6% | -3.6% | +112.1% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling