+77,094.7%
ASML vs CP
+10,897.2%
+66,197.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -8.9% |
| 7D | -19.0% | +6.1% | -25.1% | -21.8% |
| 30D | -25.9% | +9.8% | -35.7% | -30.0% |
| 3M | -19.1% | +2.7% | -21.8% | -20.7% |
| 6M | -5.7% | +12.8% | -18.5% | -12.9% |
| YTD | +27.6% | +28.2% | -0.6% | +9.0% |
| 1Y | +30.8% | +34.1% | -3.4% | +8.8% |
| 3Y | +116.2% | +28.9% | +87.4% | +83.0% |
| 5Y | +67.7% | +27.1% | +40.6% | +42.9% |
| 10Y | +1,355.3% | +264.8% | +1,090.5% | +583.7% |
| All | +77,094.7% | +10,897.2% | +66,197.5% | +4,480.6% |
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