+39.3%
ASML vs CNP
+7.1%
+32.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +5.7% |
| 7D | -9.0% | -4.2% | -4.8% | -11.0% |
| 30D | -21.0% | +5.5% | -26.5% | -18.4% |
| 3M | -16.3% | +0.6% | -16.9% | -16.2% |
| 6M | -7.5% | -2.8% | -4.7% | -9.5% |
| YTD | +34.0% | +7.9% | +26.1% | +41.6% |
| 1Y | +39.3% | +6.7% | +32.6% | +47.1% |
| All | +39.3% | +7.1% | +32.2% | +47.1% |
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