+117.9%
ASML vs CPRT
-29.5%
+147.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -19.0% | +9.9% | -29.0% | -19.7% |
| 30D | -25.9% | +21.1% | -47.0% | -27.3% |
| 3M | -19.1% | +12.3% | -31.4% | -20.4% |
| 6M | -5.7% | -2.0% | -3.7% | -4.2% |
| YTD | +27.6% | -17.0% | +44.6% | +37.4% |
| 1Y | +30.8% | -22.5% | +53.3% | +45.3% |
| All | +117.9% | -29.5% | +147.4% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling