+1,505.1%
ASML vs CVE
+150.3%
+1,354.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -2.0% |
| 7D | -10.0% | -12.1% | +2.1% | -7.6% |
| 30D | -19.4% | -9.8% | -9.7% | -17.8% |
| 3M | -12.5% | -0.7% | -11.8% | -12.7% |
| 6M | +8.2% | -4.3% | +12.5% | +8.3% |
| YTD | +40.7% | +70.6% | -29.9% | +22.9% |
| 1Y | +46.1% | +73.2% | -27.0% | +26.9% |
| 3Y | +138.5% | +60.3% | +78.2% | +107.3% |
| 5Y | +84.2% | +159.3% | -75.1% | +42.0% |
| 10Y | +1,505.1% | +147.4% | +1,357.7% | +903.7% |
| All | +1,505.1% | +150.3% | +1,354.8% | +903.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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