+1,644.6%
ASML vs CSGP
+45.2%
+1,599.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.0% |
| 7D | +1.1% | -4.1% | +5.2% | +2.5% |
| 30D | +2.2% | +2.3% | -0.1% | +0.6% |
| 3M | -2.3% | -8.2% | +5.9% | -1.7% |
| 6M | +23.0% | -35.1% | +58.0% | +41.4% |
| YTD | +61.1% | -54.0% | +115.1% | +112.0% |
| 1Y | +129.1% | -65.3% | +194.4% | +241.8% |
| 3Y | +165.4% | -62.6% | +227.9% | +267.4% |
| 5Y | +109.5% | -64.8% | +174.3% | +189.2% |
| All | +1,644.6% | +45.2% | +1,599.3% | +1,200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling