+75.5%
ASML vs CNH
-14.7%
+90.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.3% | +3.8% |
| 7D | -9.0% | -1.7% | -7.3% | -8.2% |
| 30D | -21.0% | -7.2% | -13.7% | -18.6% |
| 3M | -16.3% | +6.5% | -22.8% | -20.5% |
| 6M | -7.5% | +7.9% | -15.4% | -13.4% |
| YTD | +34.0% | +26.6% | +7.4% | +14.9% |
| 1Y | +39.3% | +13.8% | +25.5% | +25.3% |
| 3Y | +128.9% | +9.2% | +119.7% | +98.1% |
| All | +75.5% | -14.7% | +90.1% | +67.5% |
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