+47.5%
ASML vs CPB
-22.0%
+69.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | +1.1% |
| 7D | +4.9% | -1.6% | +6.5% | +4.3% |
| 30D | -9.3% | +19.2% | -28.5% | -2.5% |
| 3M | -19.0% | -0.9% | -18.0% | -18.2% |
| 6M | -5.2% | +15.2% | -20.5% | +1.6% |
| YTD | +40.6% | -13.1% | +53.7% | +40.6% |
| 1Y | +47.5% | -22.4% | +69.9% | +43.4% |
| All | +47.5% | -22.0% | +69.5% | +43.4% |
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