+1,644.6%
ASML vs CPRT
+423.6%
+1,221.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | +1.1% | +2.2% | -1.1% | -0.3% |
| 30D | +2.2% | +16.6% | -14.5% | -7.2% |
| 3M | -2.3% | +9.6% | -11.9% | -10.1% |
| 6M | +23.0% | -11.1% | +34.1% | +28.2% |
| YTD | +61.1% | -13.9% | +74.9% | +69.5% |
| 1Y | +129.1% | -32.5% | +161.6% | +180.9% |
| 3Y | +165.4% | -25.0% | +190.4% | +196.0% |
| 5Y | +109.5% | -7.4% | +116.8% | +100.8% |
| All | +1,644.6% | +423.6% | +1,221.0% | +652.5% |
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