+85,040.9%
ASML vs CNP
+1,080.1%
+83,960.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.9% |
| 7D | -10.0% | -1.3% | -8.7% | -9.8% |
| 30D | -19.4% | +8.7% | -28.2% | -20.8% |
| 3M | -12.5% | -0.7% | -11.8% | -12.4% |
| 6M | +8.2% | -4.2% | +12.4% | +8.7% |
| YTD | +40.7% | +8.9% | +31.8% | +37.5% |
| 1Y | +46.1% | +8.3% | +37.8% | +42.9% |
| 3Y | +138.5% | +61.8% | +76.7% | +113.3% |
| 5Y | +84.2% | +75.7% | +8.5% | +62.2% |
| 10Y | +1,505.1% | +144.1% | +1,361.0% | +1,193.3% |
| All | +85,040.9% | +1,080.1% | +83,960.8% | +63,821.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling