+1,644.6%
ASML vs CPB
-47.3%
+1,691.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.1% |
| 7D | +1.1% | -8.6% | +9.7% | +0.9% |
| 30D | +2.2% | -7.2% | +9.4% | +2.0% |
| 3M | -2.3% | +0.9% | -3.2% | -2.3% |
| 6M | +23.0% | -11.8% | +34.8% | +23.1% |
| YTD | +61.1% | -19.4% | +80.5% | +61.4% |
| 1Y | +129.1% | -30.4% | +159.5% | +130.4% |
| 3Y | +165.4% | -40.2% | +205.5% | +164.7% |
| 5Y | +109.5% | -39.5% | +149.0% | +107.6% |
| All | +1,644.6% | -47.3% | +1,691.9% | +1,736.8% |
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