+67.7%
ASML vs CNP
+69.8%
-2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.8% |
| 7D | -19.0% | -5.3% | -13.7% | -18.1% |
| 30D | -25.9% | +3.7% | -29.6% | -26.5% |
| 3M | -19.1% | -1.1% | -18.0% | -18.9% |
| 6M | -5.7% | -7.1% | +1.4% | -4.7% |
| YTD | +27.6% | +6.0% | +21.6% | +23.6% |
| 1Y | +30.8% | +5.2% | +25.6% | +26.9% |
| 3Y | +116.2% | +57.5% | +58.7% | +73.3% |
| 5Y | +67.7% | +70.0% | -2.4% | +33.1% |
| All | +67.7% | +69.8% | -2.1% | +33.1% |
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 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