+1,504.8%
ASML vs CPB
-39.9%
+1,544.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.2% |
| 7D | -0.8% | +3.3% | -4.1% | -0.7% |
| 30D | -14.9% | +19.0% | -33.9% | -14.2% |
| 3M | -13.0% | +0.4% | -13.4% | -12.7% |
| 6M | -4.7% | +13.0% | -17.7% | -4.2% |
| YTD | +42.3% | -12.7% | +55.0% | +43.2% |
| 1Y | +49.7% | -20.9% | +70.6% | +51.0% |
| 3Y | +144.3% | -35.4% | +179.7% | +144.6% |
| 5Y | +86.4% | -32.3% | +118.6% | +84.9% |
| 10Y | +1,504.8% | -40.5% | +1,545.4% | +1,529.6% |
| All | +1,504.8% | -39.9% | +1,544.8% | +1,529.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling