+1,534.9%
ASML vs CP
+255.2%
+1,279.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.9% | +2.8% | -5.7% | -4.7% |
| 30D | -15.2% | +11.0% | -26.2% | -21.2% |
| 3M | -12.9% | +3.8% | -16.8% | -15.6% |
| 6M | -5.0% | +9.5% | -14.5% | -12.0% |
| YTD | +41.8% | +28.2% | +13.6% | +17.4% |
| 1Y | +46.0% | +33.0% | +13.1% | +17.9% |
| 3Y | +133.5% | +35.5% | +97.9% | +83.7% |
| 5Y | +93.0% | +25.8% | +67.2% | +58.3% |
| 10Y | +1,534.9% | +250.7% | +1,284.2% | +644.7% |
| All | +1,534.9% | +255.2% | +1,279.7% | +644.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling