+700.6%
ASML vs CTVA
+191.8%
+508.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -9.0% | +2.2% | -11.2% | -9.7% |
| 30D | -21.0% | -17.6% | -3.3% | -15.9% |
| 3M | -16.3% | +3.4% | -19.7% | -18.6% |
| 6M | -7.5% | -2.6% | -5.0% | -8.7% |
| YTD | +34.0% | +19.1% | +14.9% | +21.8% |
| 1Y | +39.3% | +26.8% | +12.5% | +23.4% |
| 3Y | +128.9% | +63.9% | +65.0% | +76.7% |
| 5Y | +76.1% | +75.7% | +0.4% | +31.0% |
| All | +700.6% | +191.8% | +508.8% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling