+8.2%
ASML vs CPB
+15.0%
-6.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.9% | -9.5% | -0.9% |
| 7D | -10.0% | +13.0% | -23.0% | -4.8% |
| 30D | -19.4% | +20.5% | -40.0% | -12.2% |
| 3M | -12.5% | +2.2% | -14.7% | -10.3% |
| 6M | +8.2% | +15.4% | -7.2% | +18.6% |
| All | +8.2% | +15.0% | -6.8% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling