+740.2%
ASML vs CTVA
+131.3%
+608.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | +4.9% | -20.8% | +25.7% | +11.6% |
| 30D | -9.3% | -29.6% | +20.4% | +0.1% |
| 3M | -19.0% | -16.9% | -2.1% | -16.7% |
| 6M | -5.2% | -24.3% | +19.0% | +0.2% |
| YTD | +40.6% | -5.6% | +46.2% | +36.0% |
| 1Y | +47.5% | -4.2% | +51.7% | +41.6% |
| 3Y | +133.9% | +43.3% | +90.6% | +84.7% |
| 5Y | +83.8% | +35.7% | +48.1% | +47.0% |
| All | +740.2% | +131.3% | +608.9% | +398.1% |
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