+1,644.6%
ASML vs CVE
+159.5%
+1,485.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +1.1% | +2.5% | -1.4% | +0.5% |
| 30D | +2.2% | +16.7% | -14.5% | -1.2% |
| 3M | -2.3% | +9.3% | -11.6% | -4.4% |
| 6M | +23.0% | +43.6% | -20.6% | +12.4% |
| YTD | +61.1% | +93.6% | -32.5% | +37.4% |
| 1Y | +129.1% | +98.8% | +30.4% | +93.6% |
| 3Y | +165.4% | +73.6% | +91.8% | +127.0% |
| 5Y | +109.5% | +312.5% | -203.0% | +47.5% |
| All | +1,644.6% | +159.5% | +1,485.1% | +971.3% |
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