+133.5%
ASML vs CTAS
+74.6%
+58.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -2.9% | +0.7% | -3.5% | -2.9% |
| 30D | -15.2% | +11.3% | -26.5% | -16.8% |
| 3M | -12.9% | +11.4% | -24.3% | -14.6% |
| 6M | -5.0% | +35.6% | -40.7% | -12.8% |
| YTD | +41.8% | +20.7% | +21.1% | +35.3% |
| 1Y | +46.0% | +22.8% | +23.2% | +38.2% |
| 3Y | +133.5% | +73.4% | +60.1% | +76.2% |
| All | +133.5% | +74.6% | +58.8% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling