+98.4%
ASML vs CAI
-14.7%
+113.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | +4.9% | -8.7% | +13.6% | +5.9% |
| 30D | -9.3% | -23.8% | +14.6% | -6.3% |
| 3M | -19.0% | +3.9% | -22.9% | -18.3% |
| 6M | -5.2% | +56.8% | -62.1% | -7.9% |
| YTD | +40.6% | -14.6% | +55.2% | +39.5% |
| 1Y | +47.5% | -5.2% | +52.7% | +46.3% |
| All | +98.4% | -14.7% | +113.0% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling