+164.9%
ASML vs CNH
+9.6%
+155.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.7% |
| 7D | +1.1% | +23.3% | -22.2% | -6.8% |
| 30D | +2.2% | +33.5% | -31.3% | -8.9% |
| 3M | -2.3% | +32.7% | -35.0% | -13.1% |
| 6M | +23.0% | +22.2% | +0.8% | +12.3% |
| YTD | +61.1% | +57.7% | +3.4% | +33.3% |
| 1Y | +129.1% | +28.0% | +101.1% | +104.4% |
| All | +164.9% | +9.6% | +155.4% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling