+108.6%
ASML vs CSGP
-64.7%
+173.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.8% |
| 7D | +1.1% | -4.1% | +5.2% | +2.1% |
| 30D | +2.2% | +2.3% | -0.1% | +1.0% |
| 3M | -2.3% | -8.2% | +5.9% | -1.4% |
| 6M | +23.0% | -35.1% | +58.0% | +39.7% |
| YTD | +61.1% | -54.0% | +115.1% | +107.4% |
| 1Y | +129.1% | -65.3% | +194.4% | +233.6% |
| 3Y | +165.4% | -62.6% | +227.9% | +258.0% |
| All | +108.6% | -64.7% | +173.3% | +137.9% |
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