+108.6%
ASML vs CNH
+11.5%
+97.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.3% |
| 7D | +1.1% | +23.3% | -22.2% | -8.8% |
| 30D | +2.2% | +33.5% | -31.3% | -11.7% |
| 3M | -2.3% | +32.7% | -35.0% | -15.8% |
| 6M | +23.0% | +22.2% | +0.8% | +9.9% |
| YTD | +61.1% | +57.7% | +3.4% | +26.0% |
| 1Y | +129.1% | +28.0% | +101.1% | +97.9% |
| 3Y | +165.4% | +11.5% | +153.8% | +136.6% |
| All | +108.6% | +11.5% | +97.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling