+85,040.9%
ASML vs CPRT
+16,601.4%
+68,439.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -5.1% |
| 7D | -10.0% | +12.6% | -22.7% | -13.5% |
| 30D | -19.4% | +18.0% | -37.4% | -23.9% |
| 3M | -12.5% | +11.0% | -23.4% | -16.4% |
| 6M | +8.2% | -2.0% | +10.2% | +6.0% |
| YTD | +40.7% | -16.7% | +57.4% | +44.4% |
| 1Y | +46.1% | -23.9% | +70.0% | +54.2% |
| 3Y | +138.5% | -29.0% | +167.5% | +155.9% |
| 5Y | +84.2% | -16.0% | +100.2% | +89.7% |
| 10Y | +1,505.1% | +413.8% | +1,091.3% | +905.6% |
| All | +85,040.9% | +16,601.4% | +68,439.5% | +30,668.3% |
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 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