+67.7%
ASML vs CVE
+148.3%
-80.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.6% |
| 7D | -19.0% | -14.1% | -5.0% | -15.9% |
| 30D | -25.9% | -11.6% | -14.3% | -23.7% |
| 3M | -19.1% | 0.0% | -19.1% | -19.4% |
| 6M | -5.7% | -8.4% | +2.7% | -4.6% |
| YTD | +27.6% | +65.9% | -38.3% | +7.2% |
| 1Y | +30.8% | +69.4% | -38.6% | +8.8% |
| 3Y | +116.2% | +55.9% | +60.3% | +79.2% |
| 5Y | +67.7% | +146.2% | -78.5% | +19.5% |
| All | +67.7% | +148.3% | -80.7% | +19.5% |
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