+1,395.4%
ASML vs CTAS
+840.0%
+555.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +6.1% |
| 7D | -9.0% | +1.2% | -10.2% | -9.7% |
| 30D | -21.0% | +12.8% | -33.7% | -26.8% |
| 3M | -16.3% | +10.3% | -26.6% | -21.8% |
| 6M | -7.5% | +32.0% | -39.5% | -24.6% |
| YTD | +34.0% | +19.1% | +14.9% | +16.2% |
| 1Y | +39.3% | +21.5% | +17.8% | +19.0% |
| 3Y | +128.9% | +76.0% | +52.8% | +45.9% |
| 5Y | +76.1% | +110.9% | -34.8% | -0.1% |
| All | +1,395.4% | +840.0% | +555.4% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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