+46.0%
ASML vs CAI
-6.7%
+52.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.3% |
| 7D | -2.9% | -25.6% | +22.8% | +1.2% |
| 30D | -15.2% | -17.7% | +2.6% | -12.4% |
| 3M | -12.9% | +4.4% | -17.3% | -12.5% |
| 6M | -5.0% | +51.3% | -56.3% | -9.9% |
| YTD | +41.8% | -9.5% | +51.3% | +42.0% |
| 1Y | +46.0% | -1.5% | +47.5% | +45.4% |
| All | +46.0% | -6.7% | +52.8% | +45.4% |
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