+84.2%
ASML vs CSGP
-61.6%
+145.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -4.4% |
| 7D | -10.0% | +18.3% | -28.3% | -13.3% |
| 30D | -19.4% | +17.8% | -37.2% | -23.3% |
| 3M | -12.5% | +9.3% | -21.7% | -15.9% |
| 6M | +8.2% | -7.9% | +16.1% | +7.9% |
| YTD | +40.7% | -51.5% | +92.3% | +77.3% |
| 1Y | +46.1% | -53.3% | +99.5% | +86.5% |
| 3Y | +138.5% | -57.9% | +196.4% | +204.2% |
| 5Y | +84.2% | -61.3% | +145.5% | +139.1% |
| All | +84.2% | -61.6% | +145.7% | +139.1% |
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