+30.8%
ASML vs CMS
-0.1%
+30.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.6% |
| 7D | -19.0% | +1.7% | -20.7% | -18.2% |
| 30D | -25.9% | +8.6% | -34.6% | -22.7% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -5.7% | -4.2% | -1.6% | -7.2% |
| YTD | +27.6% | +3.4% | +24.1% | +30.9% |
| 1Y | +30.8% | +0.4% | +30.3% | +32.4% |
| All | +30.8% | -0.1% | +30.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling