+128.9%
ASML vs CPRT
-30.7%
+159.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.7% | +5.1% |
| 7D | -9.0% | +6.0% | -15.1% | -9.5% |
| 30D | -21.0% | +20.0% | -41.0% | -22.4% |
| 3M | -16.3% | +10.1% | -26.4% | -17.5% |
| 6M | -7.5% | -4.3% | -3.2% | -5.7% |
| YTD | +34.0% | -18.4% | +52.4% | +44.5% |
| 1Y | +39.3% | -20.1% | +59.4% | +51.4% |
| 3Y | +128.9% | -30.4% | +159.3% | +156.8% |
| All | +128.9% | -30.7% | +159.5% | +156.8% |
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