+1,395.4%
ASML vs CNP
+138.0%
+1,257.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.5% |
| 7D | -9.0% | -4.2% | -4.8% | -7.7% |
| 30D | -21.0% | +5.5% | -26.5% | -22.4% |
| 3M | -16.3% | +0.6% | -16.9% | -16.5% |
| 6M | -7.5% | -2.8% | -4.7% | -7.2% |
| YTD | +34.0% | +7.9% | +26.1% | +29.0% |
| 1Y | +39.3% | +6.7% | +32.6% | +34.4% |
| 3Y | +128.9% | +61.1% | +67.7% | +85.3% |
| 5Y | +76.1% | +73.0% | +3.1% | +38.6% |
| All | +1,395.4% | +138.0% | +1,257.4% | +849.7% |
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