+108.6%
ASML vs CVE
+317.2%
-208.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +1.1% | +2.5% | -1.4% | +0.4% |
| 30D | +2.2% | +16.7% | -14.5% | -1.8% |
| 3M | -2.3% | +9.3% | -11.6% | -4.8% |
| 6M | +23.0% | +43.6% | -20.6% | +10.0% |
| YTD | +61.1% | +93.6% | -32.5% | +31.5% |
| 1Y | +129.1% | +98.8% | +30.4% | +84.6% |
| 3Y | +165.4% | +73.6% | +91.8% | +115.7% |
| All | +108.6% | +317.2% | -208.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling