+133.9%
ASML vs CNC
-1.0%
+134.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | +4.9% | +2.2% | +2.7% | +5.0% |
| 30D | -9.3% | +1.6% | -10.8% | -9.2% |
| 3M | -19.0% | +7.9% | -26.9% | -18.9% |
| 6M | -5.2% | +21.2% | -26.4% | -5.4% |
| YTD | +40.6% | +73.2% | -32.6% | +38.8% |
| 1Y | +47.5% | +97.5% | -50.0% | +44.9% |
| 3Y | +133.9% | -1.2% | +135.1% | +146.7% |
| All | +133.9% | -1.0% | +134.8% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling