+5,652.2%
ASML vs CVE
+89.9%
+5,562.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| YTD | +61.1% | +93.6% | -32.5% | +33.8% |
| 1Y | +129.1% | +98.8% | +30.4% | +88.3% |
| 3Y | +165.4% | +73.6% | +91.8% | +121.5% |
| 5Y | +109.5% | +312.5% | -203.0% | +36.4% |
| 10Y | +1,645.7% | +161.0% | +1,484.7% | +968.5% |
| All | +5,652.2% | +89.9% | +5,562.3% | +3,488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling