+117.9%
ASML vs CSGP
-58.5%
+176.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -9.4% |
| 7D | -19.0% | +13.9% | -32.9% | -18.7% |
| 30D | -25.9% | +16.0% | -41.9% | -25.8% |
| 3M | -19.1% | +6.1% | -25.1% | -19.0% |
| 6M | -5.7% | -8.2% | +2.4% | -4.1% |
| YTD | +27.6% | -52.3% | +79.9% | +49.2% |
| 1Y | +30.8% | -54.5% | +85.3% | +54.8% |
| All | +117.9% | -58.5% | +176.4% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling