+164.9%
ASML vs CPRT
-25.5%
+190.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | +2.2% | +16.6% | -14.5% | -1.2% |
| 3M | -2.3% | +9.6% | -11.9% | -4.6% |
| 6M | +23.0% | -11.1% | +34.1% | +30.2% |
| YTD | +61.1% | -13.9% | +74.9% | +71.9% |
| 1Y | +129.1% | -32.5% | +161.6% | +177.0% |
| All | +164.9% | -25.5% | +190.5% | +178.8% |
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