+1,557.1%
ASML vs CNH
+106.0%
+1,451.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.9% | +3.0% | +1.9% | +3.4% |
| 30D | -9.3% | -0.6% | -8.7% | -9.3% |
| 3M | -19.0% | +14.6% | -33.6% | -25.4% |
| 6M | -5.2% | +11.8% | -17.0% | -12.5% |
| YTD | +40.6% | +30.4% | +10.2% | +20.0% |
| 1Y | +47.5% | +19.1% | +28.4% | +31.0% |
| 3Y | +133.9% | +30.2% | +103.7% | +90.6% |
| 5Y | +83.8% | -17.8% | +101.6% | +82.5% |
| All | +1,557.1% | +106.0% | +1,451.1% | +1,040.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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