+85,040.9%
ASML vs CTAS
+9,574.1%
+75,466.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -5.0% |
| 7D | -10.0% | +7.6% | -17.6% | -14.0% |
| 30D | -19.4% | +17.2% | -36.7% | -27.1% |
| 3M | -12.5% | +12.8% | -25.2% | -19.3% |
| 6M | +8.2% | +38.0% | -29.7% | -13.4% |
| YTD | +40.7% | +22.7% | +18.0% | +20.2% |
| 1Y | +46.1% | +25.6% | +20.5% | +22.9% |
| 3Y | +138.5% | +81.4% | +57.1% | +56.3% |
| 5Y | +84.2% | +117.9% | -33.7% | +9.9% |
| 10Y | +1,505.1% | +878.3% | +626.8% | +276.5% |
| All | +85,040.9% | +9,574.1% | +75,466.8% | +6,086.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling