+67.7%
ASML vs CTAS
+113.7%
-46.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.7% |
| 7D | -19.0% | +3.8% | -22.9% | -20.8% |
| 30D | -25.9% | +15.5% | -41.5% | -32.2% |
| 3M | -19.1% | +12.7% | -31.8% | -25.0% |
| 6M | -5.7% | +34.5% | -40.2% | -24.4% |
| YTD | +27.6% | +21.3% | +6.3% | +9.7% |
| 1Y | +30.8% | +23.1% | +7.7% | +10.8% |
| 3Y | +116.2% | +79.3% | +36.9% | +14.8% |
| 5Y | +67.7% | +114.7% | -47.0% | -33.1% |
| All | +67.7% | +113.7% | -46.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling