+97,349.8%
ASML vs CPB
+127.4%
+97,222.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.9% |
| 7D | +1.1% | -8.6% | +9.7% | +3.1% |
| 30D | +2.2% | -7.2% | +9.4% | +3.7% |
| 3M | -2.3% | +0.9% | -3.2% | -3.5% |
| 6M | +23.0% | -11.8% | +34.8% | +24.9% |
| YTD | +61.1% | -19.4% | +80.5% | +66.5% |
| 1Y | +129.1% | -30.4% | +159.5% | +144.7% |
| 3Y | +165.4% | -40.2% | +205.5% | +185.9% |
| 5Y | +109.5% | -39.5% | +149.0% | +120.5% |
| 10Y | +1,645.7% | -47.4% | +1,693.1% | +1,722.6% |
| All | +97,349.8% | +127.4% | +97,222.4% | +88,800.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling