+1,761.8%
ASML vs CNC
+93.1%
+1,668.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.5% |
| 7D | +6.0% | -1.0% | +7.0% | +6.1% |
| 30D | +1.4% | -1.8% | +3.2% | +1.5% |
| 3M | +1.0% | -0.7% | +1.7% | +0.6% |
| 6M | +37.0% | +47.9% | -11.0% | +25.3% |
| YTD | +65.8% | +56.9% | +8.8% | +49.2% |
| 1Y | +123.1% | +123.9% | -0.8% | +84.7% |
| 3Y | +188.2% | -1.3% | +189.4% | +172.0% |
| 5Y | +115.6% | +2.8% | +112.8% | +97.2% |
| 10Y | +1,761.8% | +90.9% | +1,671.0% | +1,373.3% |
| All | +1,761.8% | +93.1% | +1,668.7% | +1,373.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling