+47.5%
ASML vs CTAS
+23.6%
+23.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +4.9% | +2.0% | +3.0% | +5.6% |
| 30D | -9.3% | +8.7% | -18.0% | -6.7% |
| 3M | -19.0% | +13.3% | -32.3% | -15.5% |
| 6M | -5.2% | +39.4% | -44.6% | -0.3% |
| YTD | +40.6% | +21.5% | +19.1% | +50.9% |
| 1Y | +47.5% | +21.9% | +25.6% | +58.3% |
| All | +47.5% | +23.6% | +23.9% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling