+46.1%
ASML vs CNP
+8.7%
+37.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -5.3% |
| 7D | -10.0% | -1.3% | -8.7% | -10.5% |
| 30D | -19.4% | +8.7% | -28.2% | -15.5% |
| 3M | -12.5% | -0.7% | -11.8% | -13.3% |
| 6M | +8.2% | -4.2% | +12.4% | +5.2% |
| YTD | +40.7% | +8.9% | +31.8% | +49.6% |
| 1Y | +46.1% | +8.3% | +37.8% | +56.0% |
| All | +46.1% | +8.7% | +37.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling