+1,504.8%
ASML vs CNC
+158.2%
+1,346.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.5% |
| 7D | -0.8% | +3.0% | -3.9% | -1.6% |
| 30D | -14.9% | +4.9% | -19.8% | -15.9% |
| 3M | -13.0% | +4.2% | -17.2% | -14.2% |
| 6M | -4.7% | +22.5% | -27.2% | -9.3% |
| YTD | +42.3% | +66.6% | -24.3% | +26.0% |
| 1Y | +49.7% | +82.5% | -32.8% | +29.7% |
| 3Y | +144.3% | -4.1% | +148.4% | +133.4% |
| 5Y | +86.4% | -8.3% | +94.7% | +77.4% |
| 10Y | +1,504.8% | +153.6% | +1,351.2% | +1,129.5% |
| All | +1,504.8% | +158.2% | +1,346.7% | +1,129.5% |
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