+117.9%
ASML vs CNP
+57.5%
+60.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -9.7% |
| 7D | -19.0% | -5.3% | -13.7% | -19.7% |
| 30D | -25.9% | +3.7% | -29.6% | -25.4% |
| 3M | -19.1% | -1.1% | -18.0% | -19.1% |
| 6M | -5.7% | -7.1% | +1.4% | -6.6% |
| YTD | +27.6% | +6.0% | +21.6% | +27.3% |
| 1Y | +30.8% | +5.2% | +25.6% | +30.4% |
| All | +117.9% | +57.5% | +60.4% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling