+133.9%
ASML vs CPAY
+101.0%
+32.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +4.9% | +1.6% | +3.4% | +4.5% |
| 30D | -9.3% | +17.6% | -26.9% | -13.4% |
| 3M | -19.0% | +8.7% | -27.7% | -21.0% |
| 6M | -5.2% | +39.5% | -44.8% | -15.0% |
| YTD | +40.6% | +53.6% | -13.0% | +20.1% |
| 1Y | +47.5% | +63.3% | -15.8% | +22.8% |
| 3Y | +133.9% | +101.7% | +32.1% | +76.0% |
| All | +133.9% | +101.0% | +32.9% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling