+1,395.4%
ASML vs CMS
+125.4%
+1,270.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.3% |
| 7D | -9.0% | -1.3% | -7.7% | -8.9% |
| 30D | -21.0% | +6.3% | -27.3% | -21.8% |
| 3M | -16.3% | -2.1% | -14.2% | -16.1% |
| 6M | -7.5% | -5.1% | -2.4% | -7.2% |
| YTD | +34.0% | +1.3% | +32.7% | +32.6% |
| 1Y | +39.3% | -1.4% | +40.7% | +38.5% |
| 3Y | +128.9% | +36.9% | +91.9% | +105.4% |
| 5Y | +76.1% | +32.5% | +43.5% | +58.5% |
| All | +1,395.4% | +125.4% | +1,270.0% | +1,182.0% |
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