+108.6%
ASML vs CP
+32.0%
+76.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +1.1% | -2.7% | +3.8% | +2.9% |
| 30D | +2.2% | +0.2% | +2.0% | +2.0% |
| 3M | -2.3% | +2.6% | -4.9% | -4.8% |
| 6M | +23.0% | +6.0% | +17.0% | +17.1% |
| YTD | +61.1% | +24.9% | +36.1% | +35.6% |
| 1Y | +129.1% | +20.1% | +109.0% | +98.0% |
| 3Y | +165.4% | +16.4% | +149.0% | +130.7% |
| All | +108.6% | +32.0% | +76.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling