+1,534.9%
ASML vs CNP
+143.3%
+1,391.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -2.9% | -3.0% | +0.2% | -1.8% |
| 30D | -15.2% | +6.8% | -22.0% | -17.0% |
| 3M | -12.9% | +3.6% | -16.5% | -14.0% |
| 6M | -5.0% | 0.0% | -5.0% | -5.6% |
| YTD | +41.8% | +9.4% | +32.4% | +35.9% |
| 1Y | +46.0% | +6.8% | +39.2% | +40.9% |
| 3Y | +133.5% | +64.2% | +69.3% | +87.8% |
| 5Y | +93.0% | +76.0% | +17.0% | +51.0% |
| 10Y | +1,534.9% | +143.3% | +1,391.6% | +959.2% |
| All | +1,534.9% | +143.3% | +1,391.6% | +959.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling