+23.0%
ASML vs CNP
-7.6%
+30.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +3.6% |
| 7D | +1.1% | +1.1% | 0.0% | +1.9% |
| 30D | +2.2% | -1.8% | +4.0% | +0.9% |
| 3M | -2.3% | -4.6% | +2.3% | -6.1% |
| 6M | +23.0% | -8.8% | +31.8% | +16.8% |
| All | +23.0% | -7.6% | +30.6% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling