+46.1%
ASML vs CNC
+122.0%
-75.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +12.6% | -16.2% | -2.2% |
| 7D | -10.0% | +13.4% | -23.4% | -8.6% |
| 30D | -19.4% | +18.2% | -37.7% | -17.9% |
| 3M | -12.5% | +18.6% | -31.1% | -10.8% |
| 6M | +8.2% | +41.9% | -33.7% | +10.7% |
| YTD | +40.7% | +84.7% | -44.0% | +43.2% |
| 1Y | +46.1% | +110.5% | -64.4% | +49.8% |
| All | +46.1% | +122.0% | -75.8% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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