+8,581.1%
ASML vs CNC
+5,764.6%
+2,816.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +6.2% |
| 7D | -9.0% | +1.9% | -10.9% | -9.6% |
| 30D | -21.0% | +7.3% | -28.3% | -22.4% |
| 3M | -16.3% | +8.6% | -24.9% | -18.4% |
| 6M | -7.5% | +26.0% | -33.6% | -13.1% |
| YTD | +34.0% | +69.5% | -35.5% | +16.6% |
| 1Y | +39.3% | +88.0% | -48.7% | +18.1% |
| 3Y | +128.9% | -2.9% | +131.8% | +112.4% |
| 5Y | +76.1% | -6.0% | +82.1% | +62.4% |
| 10Y | +1,428.4% | +126.4% | +1,302.0% | +1,002.5% |
| All | +8,581.1% | +5,764.6% | +2,816.5% | +2,668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling