+1,323.9%
ASML vs CMS
+130.3%
+1,193.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -19.0% | +1.7% | -20.7% | -19.3% |
| 30D | -25.9% | +8.6% | -34.6% | -27.0% |
| 3M | -19.1% | -0.5% | -18.6% | -19.1% |
| 6M | -5.7% | -4.2% | -1.6% | -5.5% |
| YTD | +27.6% | +3.4% | +24.1% | +25.9% |
| 1Y | +30.8% | +0.4% | +30.3% | +29.7% |
| 3Y | +116.2% | +38.2% | +78.0% | +94.2% |
| 5Y | +67.7% | +35.4% | +32.3% | +50.5% |
| All | +1,323.9% | +130.3% | +1,193.6% | +1,117.1% |
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