+4,041.4%
ASML vs CPAY
+1,720.6%
+2,320.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.3% |
| 7D | -9.0% | +13.5% | -22.5% | -14.1% |
| 30D | -21.0% | +13.1% | -34.1% | -25.4% |
| 3M | -16.3% | +14.3% | -30.6% | -21.6% |
| 6M | -7.5% | +49.0% | -56.5% | -23.5% |
| YTD | +34.0% | +51.3% | -17.3% | +8.5% |
| 1Y | +39.3% | +63.7% | -24.4% | +8.6% |
| 3Y | +128.9% | +95.0% | +33.8% | +60.0% |
| 5Y | +76.1% | +86.0% | -9.9% | +25.2% |
| 10Y | +1,428.4% | +203.3% | +1,225.0% | +773.9% |
| All | +4,041.4% | +1,720.6% | +2,320.8% | +1,078.6% |
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