+67.7%
ASML vs CSGP
-62.1%
+129.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -9.0% |
| 7D | -19.0% | +13.9% | -32.9% | -21.3% |
| 30D | -25.9% | +16.0% | -41.9% | -29.3% |
| 3M | -19.1% | +6.1% | -25.1% | -21.6% |
| 6M | -5.7% | -8.2% | +2.4% | -6.1% |
| YTD | +27.6% | -52.3% | +79.9% | +61.3% |
| 1Y | +30.8% | -54.5% | +85.3% | +68.2% |
| 3Y | +116.2% | -58.6% | +174.8% | +176.8% |
| 5Y | +67.7% | -61.5% | +129.2% | +118.0% |
| All | +67.7% | -62.1% | +129.7% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling