+117.9%
ASML vs CTAS
+78.6%
+39.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -9.2% |
| 7D | -19.0% | +3.8% | -22.9% | -19.5% |
| 30D | -25.9% | +15.5% | -41.5% | -27.8% |
| 3M | -19.1% | +12.7% | -31.8% | -20.8% |
| 6M | -5.7% | +34.5% | -40.2% | -13.2% |
| YTD | +27.6% | +21.3% | +6.3% | +21.6% |
| 1Y | +30.8% | +23.1% | +7.7% | +23.8% |
| All | +117.9% | +78.6% | +39.3% | +59.6% |
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