+164.9%
ASML vs CNP
+55.2%
+109.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.1% |
| 7D | +1.1% | +1.1% | 0.0% | +1.3% |
| 30D | +2.2% | -1.8% | +4.0% | +1.9% |
| 3M | -2.3% | -4.6% | +2.3% | -3.1% |
| 6M | +23.0% | -8.8% | +31.8% | +21.8% |
| YTD | +61.1% | +5.2% | +55.8% | +60.2% |
| 1Y | +129.1% | +8.3% | +120.8% | +127.6% |
| All | +164.9% | +55.2% | +109.8% | +156.6% |
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