+82.7%
ASML vs CPAY
+89.5%
-6.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +4.9% | +1.6% | +3.4% | +4.2% |
| 30D | -9.3% | +17.6% | -26.9% | -16.3% |
| 3M | -19.0% | +8.7% | -27.7% | -22.7% |
| 6M | -5.2% | +39.5% | -44.8% | -20.9% |
| YTD | +40.6% | +53.6% | -13.0% | +8.9% |
| 1Y | +47.5% | +63.3% | -15.8% | +9.9% |
| 3Y | +133.9% | +101.7% | +32.1% | +38.2% |
| All | +82.7% | +89.5% | -6.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling