+129.1%
ASML vs CNC
+129.2%
-0.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.1% |
| 7D | +1.1% | +3.5% | -2.4% | +1.3% |
| 30D | +2.2% | +0.1% | +2.1% | +2.2% |
| 3M | -2.3% | +6.9% | -9.2% | -2.0% |
| 6M | +23.0% | +49.0% | -26.0% | +24.2% |
| YTD | +61.1% | +62.9% | -1.9% | +62.0% |
| 1Y | +129.1% | +134.0% | -4.9% | +141.1% |
| All | +129.1% | +129.2% | -0.1% | +141.1% |
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