+89.4%
ASML vs CPNG
-45.9%
+135.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -2.9% | +7.2% | -10.1% | -5.1% |
| 30D | -15.2% | +3.2% | -18.4% | -16.3% |
| 3M | -12.9% | +0.9% | -13.8% | -13.8% |
| 6M | -5.0% | -3.8% | -1.2% | -5.5% |
| YTD | +41.8% | -30.8% | +72.6% | +53.4% |
| 1Y | +46.0% | -43.5% | +89.6% | +68.0% |
| 3Y | +133.5% | +6.6% | +126.9% | +115.9% |
| All | +89.4% | -45.9% | +135.3% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling