+4,925.6%
ASML vs CVE
+67.4%
+4,858.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -1.7% |
| 7D | -10.0% | -12.1% | +2.1% | -7.2% |
| 30D | -19.4% | -9.8% | -9.7% | -17.5% |
| 3M | -12.5% | -0.7% | -11.8% | -12.7% |
| 6M | +8.2% | -4.3% | +12.5% | +8.2% |
| YTD | +40.7% | +70.6% | -29.9% | +20.3% |
| 1Y | +46.1% | +73.2% | -27.0% | +24.1% |
| 3Y | +138.5% | +60.3% | +78.2% | +103.0% |
| 5Y | +84.2% | +159.3% | -75.1% | +34.6% |
| 10Y | +1,505.1% | +147.4% | +1,357.7% | +889.4% |
| All | +4,925.6% | +67.4% | +4,858.3% | +3,124.5% |
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 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