+129.1%
ASML vs CPB
-32.6%
+161.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +3.1% |
| 7D | +1.1% | -8.6% | +9.7% | -1.6% |
| 30D | +2.2% | -7.2% | +9.4% | 0.0% |
| 3M | -2.3% | +0.9% | -3.2% | -1.0% |
| 6M | +23.0% | -11.8% | +34.8% | +21.6% |
| YTD | +61.1% | -19.4% | +80.5% | +57.8% |
| 1Y | +129.1% | -30.4% | +159.5% | +127.4% |
| All | +129.1% | -32.6% | +161.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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