+1,395.4%
ASML vs CPB
-38.3%
+1,433.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.0% |
| 7D | -9.0% | +8.0% | -17.0% | -8.7% |
| 30D | -21.0% | +22.4% | -43.3% | -20.3% |
| 3M | -16.3% | +2.5% | -18.8% | -16.0% |
| 6M | -7.5% | +12.2% | -19.7% | -7.0% |
| YTD | +34.0% | -12.8% | +46.8% | +34.9% |
| 1Y | +39.3% | -19.2% | +58.4% | +40.4% |
| 3Y | +128.9% | -35.6% | +164.4% | +129.3% |
| 5Y | +76.1% | -31.4% | +107.5% | +74.5% |
| All | +1,395.4% | -38.3% | +1,433.7% | +1,414.9% |
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