+128.9%
ASML vs CTVA
+63.2%
+65.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.2% |
| 7D | -9.0% | +2.2% | -11.2% | -9.3% |
| 30D | -21.0% | -17.6% | -3.3% | -18.8% |
| 3M | -16.3% | +3.4% | -19.7% | -17.5% |
| 6M | -7.5% | -2.6% | -5.0% | -8.1% |
| YTD | +34.0% | +19.1% | +14.9% | +26.8% |
| 1Y | +39.3% | +26.8% | +12.5% | +29.7% |
| 3Y | +128.9% | +63.9% | +65.0% | +95.9% |
| All | +128.9% | +63.2% | +65.6% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling