+231.1%
ASML vs CPNG
-75.9%
+307.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +1.1% | -7.4% | +8.5% | +3.2% |
| 30D | +2.2% | -4.4% | +6.6% | +3.2% |
| 3M | -2.3% | -7.5% | +5.2% | -1.1% |
| 6M | +23.0% | -19.9% | +42.9% | +28.1% |
| YTD | +61.1% | -35.2% | +96.2% | +77.1% |
| 1Y | +129.1% | -46.8% | +175.9% | +165.5% |
| 3Y | +165.4% | -20.2% | +185.5% | +168.9% |
| 5Y | +109.5% | -48.4% | +157.9% | +110.4% |
| All | +231.1% | -75.9% | +307.0% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling