-7.5%
ASML vs CNC
+32.6%
-40.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +3.4% |
| 7D | -9.0% | +1.9% | -10.9% | -8.1% |
| 30D | -21.0% | +7.3% | -28.3% | -19.0% |
| 3M | -16.3% | +8.6% | -24.9% | -14.1% |
| 6M | -7.5% | +26.0% | -33.6% | -1.6% |
| All | -7.5% | +32.6% | -40.1% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling