+39.3%
ASML vs CAI
-15.9%
+55.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.4% |
| 7D | -9.0% | -26.5% | +17.5% | -5.3% |
| 30D | -21.0% | -6.9% | -14.1% | -19.4% |
| 3M | -16.3% | +26.1% | -42.4% | -17.8% |
| 6M | -7.5% | +31.9% | -39.4% | -10.8% |
| YTD | +34.0% | -6.5% | +40.5% | +32.7% |
| 1Y | +39.3% | +2.5% | +36.8% | +39.0% |
| All | +39.3% | -15.9% | +55.2% | +39.0% |
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