+1,395.4%
ASML vs CPRT
+398.2%
+997.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.9% |
| 7D | -9.0% | +6.0% | -15.1% | -12.3% |
| 30D | -21.0% | +20.0% | -41.0% | -29.2% |
| 3M | -16.3% | +10.1% | -26.4% | -22.8% |
| 6M | -7.5% | -4.3% | -3.2% | -9.7% |
| YTD | +34.0% | -18.4% | +52.4% | +42.9% |
| 1Y | +39.3% | -20.1% | +59.4% | +50.2% |
| 3Y | +128.9% | -30.4% | +159.3% | +162.1% |
| 5Y | +76.1% | -17.0% | +93.1% | +76.5% |
| All | +1,395.4% | +398.2% | +997.2% | +623.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling