+116.8%
ASML vs CPAY
+31.7%
+85.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.9% |
| 30D | +2.2% | +5.5% | -3.4% | +1.7% |
| 3M | -2.3% | +16.6% | -18.9% | -3.5% |
| 6M | +23.0% | +26.7% | -3.7% | +19.2% |
| YTD | +61.1% | +38.4% | +22.7% | +55.9% |
| All | +116.8% | +31.7% | +85.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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