+164.9%
ASML vs CPNG
-19.5%
+184.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +1.1% | -7.4% | +8.5% | +3.3% |
| 30D | +2.2% | -4.4% | +6.6% | +3.3% |
| 3M | -2.3% | -7.5% | +5.2% | -1.2% |
| 6M | +23.0% | -19.9% | +42.9% | +27.6% |
| YTD | +61.1% | -35.2% | +96.2% | +78.0% |
| 1Y | +129.1% | -46.8% | +175.9% | +169.8% |
| All | +164.9% | -19.5% | +184.4% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling