+82.7%
ASML vs CMG
-5.7%
+88.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +4.9% | +2.5% | +2.5% | +4.0% |
| 30D | -9.3% | +15.6% | -24.9% | -14.8% |
| 3M | -19.0% | +8.2% | -27.2% | -22.6% |
| 6M | -5.2% | +9.9% | -15.1% | -12.6% |
| YTD | +40.6% | -4.6% | +45.3% | +38.1% |
| 1Y | +47.5% | +12.4% | +35.1% | +32.4% |
| 3Y | +133.9% | -18.0% | +151.8% | +127.5% |
| All | +82.7% | -5.7% | +88.4% | +57.4% |
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 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