+1,323.9%
ASML vs CNH
+110.7%
+1,213.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -7.6% |
| 7D | -19.0% | -0.4% | -18.7% | -19.0% |
| 30D | -25.9% | -15.2% | -10.7% | -20.7% |
| 3M | -19.1% | +4.3% | -23.3% | -22.2% |
| 6M | -5.7% | +10.1% | -15.8% | -12.2% |
| YTD | +27.6% | +23.2% | +4.4% | +11.9% |
| 1Y | +30.8% | +8.5% | +22.3% | +21.2% |
| 3Y | +116.2% | +4.1% | +112.2% | +95.7% |
| 5Y | +67.7% | -17.8% | +85.5% | +66.7% |
| All | +1,323.9% | +110.7% | +1,213.3% | +946.0% |
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