+85,040.9%
ASML vs CP
+10,973.5%
+74,067.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -5.5% |
| 7D | -10.0% | +5.6% | -15.6% | -12.9% |
| 30D | -19.4% | +10.0% | -29.5% | -24.0% |
| 3M | -12.5% | +4.4% | -16.9% | -15.1% |
| 6M | +8.2% | +14.1% | -5.8% | -0.7% |
| YTD | +40.7% | +29.1% | +11.7% | +19.8% |
| 1Y | +46.1% | +34.6% | +11.6% | +21.4% |
| 3Y | +138.5% | +29.8% | +108.7% | +101.0% |
| 5Y | +84.2% | +28.7% | +55.5% | +55.8% |
| 10Y | +1,505.1% | +267.3% | +1,237.8% | +650.9% |
| All | +85,040.9% | +10,973.5% | +74,067.5% | +4,930.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling