+30.8%
ASML vs CP
+34.3%
-3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.2% |
| 7D | -19.0% | +6.1% | -25.1% | -20.0% |
| 30D | -25.9% | +9.8% | -35.7% | -27.6% |
| 3M | -19.1% | +2.7% | -21.8% | -19.4% |
| 6M | -5.7% | +12.8% | -18.5% | -10.1% |
| YTD | +27.6% | +28.2% | -0.6% | +17.8% |
| 1Y | +30.8% | +34.1% | -3.4% | +18.0% |
| All | +30.8% | +34.3% | -3.5% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling