+46.1%
ASML vs CAI
+12.6%
+33.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | -10.0% | -6.3% | -3.7% | -9.4% |
| 30D | -19.4% | +9.3% | -28.8% | -20.1% |
| 3M | -12.5% | +106.3% | -118.8% | -19.3% |
| 6M | +8.2% | +77.7% | -69.5% | +0.3% |
| YTD | +40.7% | +23.1% | +17.6% | +34.6% |
| 1Y | +46.1% | +6.5% | +39.6% | +41.3% |
| All | +46.1% | +12.6% | +33.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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