+93.0%
ASML vs CPB
-33.2%
+126.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.6% |
| 7D | -2.9% | +2.9% | -5.7% | -2.2% |
| 30D | -15.2% | +17.6% | -32.8% | -12.3% |
| 3M | -12.9% | +2.0% | -14.9% | -11.9% |
| 6M | -5.0% | +11.6% | -16.7% | -2.2% |
| YTD | +41.8% | -13.8% | +55.6% | +41.9% |
| 1Y | +46.0% | -21.6% | +67.6% | +44.8% |
| 3Y | +133.5% | -35.8% | +169.3% | +122.5% |
| 5Y | +93.0% | -33.3% | +126.3% | +97.1% |
| All | +93.0% | -33.2% | +126.2% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling