+67.7%
ASML vs CNH
-17.9%
+85.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| 3M | -19.1% | +4.3% | -23.3% | -22.4% |
| 6M | -5.7% | +10.1% | -15.8% | -12.7% |
| YTD | +27.6% | +23.2% | +4.4% | +10.7% |
| 1Y | +30.8% | +8.5% | +22.3% | +20.3% |
| 3Y | +116.2% | +4.1% | +112.2% | +91.9% |
| 5Y | +67.7% | -17.8% | +85.5% | +62.5% |
| All | +67.7% | -17.9% | +85.6% | +62.5% |
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