+4,878.2%
ASML vs CPAY
+1,565.5%
+3,312.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +1.1% | +2.1% | -1.0% | +0.2% |
| 30D | +2.2% | +5.5% | -3.4% | -0.2% |
| 3M | -2.3% | +16.6% | -18.9% | -9.2% |
| 6M | +23.0% | +26.7% | -3.7% | +9.5% |
| YTD | +61.1% | +38.4% | +22.7% | +36.4% |
| 1Y | +129.1% | +30.1% | +99.0% | +97.5% |
| 3Y | +165.4% | +52.6% | +112.8% | +108.0% |
| 5Y | +109.5% | +59.0% | +50.5% | +59.5% |
| 10Y | +1,645.7% | +148.4% | +1,497.3% | +981.1% |
| All | +4,878.2% | +1,565.5% | +3,312.8% | +1,381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling