+1,644.6%
ASML vs CMS
+117.1%
+1,527.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | -3.6% | +5.8% | +2.8% |
| 3M | -2.3% | -1.9% | -0.4% | -2.4% |
| 6M | +23.0% | -11.0% | +33.9% | +25.1% |
| YTD | +61.1% | +0.2% | +60.9% | +59.9% |
| 1Y | +129.1% | -1.3% | +130.4% | +127.7% |
| 3Y | +165.4% | +35.9% | +129.4% | +138.2% |
| 5Y | +109.5% | +23.1% | +86.4% | +92.3% |
| All | +1,644.6% | +117.1% | +1,527.5% | +1,367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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