+862.4%
ASML vs CTVA
+223.3%
+639.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | +4.9% | -3.8% | -0.7% |
| 30D | +2.2% | +11.9% | -9.7% | -2.2% |
| 3M | -2.3% | +13.7% | -16.0% | -7.6% |
| 6M | +23.0% | +13.1% | +9.8% | +16.1% |
| YTD | +61.1% | +32.0% | +29.1% | +43.1% |
| 1Y | +129.1% | +22.1% | +107.0% | +108.0% |
| 3Y | +165.4% | +77.5% | +87.9% | +101.8% |
| 5Y | +109.5% | +106.3% | +3.2% | +48.3% |
| All | +862.4% | +223.3% | +639.1% | +424.0% |
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