+97,349.8%
ASML vs CPRT
+17,164.6%
+80,185.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.3% |
| 30D | +2.2% | +16.6% | -14.5% | -3.0% |
| 3M | -2.3% | +9.6% | -11.9% | -6.5% |
| 6M | +23.0% | -11.1% | +34.1% | +25.4% |
| YTD | +61.1% | -13.9% | +74.9% | +65.2% |
| 1Y | +129.1% | -32.5% | +161.6% | +153.1% |
| 3Y | +165.4% | -25.0% | +190.4% | +183.0% |
| 5Y | +109.5% | -7.4% | +116.8% | +111.7% |
| 10Y | +1,645.7% | +422.0% | +1,223.7% | +997.9% |
| All | +97,349.8% | +17,164.6% | +80,185.2% | +35,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling