+84.0%
ASML vs CNC
-7.2%
+91.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +10.4% | -5.3% | +15.6% | +10.6% |
| 30D | -12.7% | +2.0% | -14.8% | -12.9% |
| 3M | -17.2% | +4.8% | -22.0% | -17.5% |
| 6M | -1.3% | +18.5% | -19.8% | -2.8% |
| YTD | +40.8% | +70.8% | -30.0% | +33.7% |
| 1Y | +45.2% | +94.1% | -48.9% | +36.1% |
| 3Y | +131.8% | -2.2% | +134.0% | +134.4% |
| 5Y | +84.0% | -7.4% | +91.4% | +91.6% |
| All | +84.0% | -7.2% | +91.3% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling