+762.3%
ASML vs CTVA
+197.7%
+564.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.5% | -1.0% | +3.5% | +2.9% |
| 30D | -12.2% | -8.7% | -3.5% | -9.7% |
| 3M | -14.6% | +6.4% | -21.0% | -17.8% |
| 6M | -1.7% | -1.9% | +0.1% | -3.2% |
| YTD | +44.3% | +21.5% | +22.8% | +30.4% |
| 1Y | +51.0% | +24.3% | +26.7% | +35.0% |
| 3Y | +137.6% | +91.8% | +45.8% | +72.2% |
| 5Y | +92.7% | +78.4% | +14.3% | +42.8% |
| All | +762.3% | +197.7% | +564.5% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling