+8.2%
ASML vs CP
+10.4%
-2.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -3.1% |
| 7D | -10.0% | +5.6% | -15.6% | -9.3% |
| 30D | -19.4% | +10.0% | -29.5% | -18.9% |
| 3M | -12.5% | +4.4% | -16.9% | -11.3% |
| 6M | +8.2% | +14.1% | -5.8% | +3.5% |
| All | +8.2% | +10.4% | -2.1% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling