+108.6%
ASML vs CNP
+73.1%
+35.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | +2.2% | -1.8% | +4.0% | +2.5% |
| 3M | -2.3% | -4.6% | +2.3% | -1.9% |
| 6M | +23.0% | -8.8% | +31.8% | +24.7% |
| YTD | +61.1% | +5.2% | +55.8% | +56.5% |
| 1Y | +129.1% | +8.3% | +120.8% | +120.0% |
| 3Y | +165.4% | +54.9% | +110.5% | +116.8% |
| All | +108.6% | +73.1% | +35.5% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling