+1,615.2%
ASML vs CNH
+33.9%
+1,581.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -10.0% | +6.5% | -16.5% | -12.5% |
| 30D | -19.4% | -12.0% | -7.5% | -15.6% |
| 3M | -12.5% | +4.4% | -16.8% | -15.6% |
| 6M | +8.2% | +15.7% | -7.5% | -0.7% |
| YTD | +40.7% | +28.2% | +12.5% | +22.8% |
| 1Y | +46.1% | +14.8% | +31.4% | +33.1% |
| 3Y | +138.5% | +8.3% | +130.2% | +114.8% |
| 5Y | +84.2% | -15.2% | +99.4% | +81.6% |
| 10Y | +1,505.1% | +122.0% | +1,383.1% | +973.3% |
| All | +1,615.2% | +33.9% | +1,581.3% | +1,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling