+129.1%
ASML vs CVE
+99.6%
+29.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.1% |
| 7D | +1.1% | +2.5% | -1.4% | +1.2% |
| 30D | +2.2% | +16.7% | -14.5% | +3.2% |
| 3M | -2.3% | +9.3% | -11.6% | -1.4% |
| 6M | +23.0% | +43.6% | -20.6% | +24.1% |
| YTD | +61.1% | +93.6% | -32.5% | +62.0% |
| 1Y | +129.1% | +98.8% | +30.4% | +136.1% |
| All | +129.1% | +99.6% | +29.5% | +136.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling