+67.7%
ASML vs CPB
-31.1%
+98.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.1% | -9.2% |
| 7D | -19.0% | +11.6% | -30.6% | -17.2% |
| 30D | -25.9% | +23.3% | -49.3% | -22.7% |
| 3M | -19.1% | +1.6% | -20.7% | -18.2% |
| 6M | -5.7% | +13.9% | -19.7% | -2.5% |
| YTD | +27.6% | -11.7% | +39.3% | +28.3% |
| 1Y | +30.8% | -18.2% | +49.0% | +30.5% |
| 3Y | +116.2% | -35.2% | +151.4% | +107.0% |
| 5Y | +67.7% | -30.5% | +98.2% | +73.4% |
| All | +67.7% | -31.1% | +98.8% | +73.4% |
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 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