+1,534.9%
ASML vs CCI
+59.7%
+1,475.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -15.2% | +12.2% | -27.4% | -17.9% |
| 3M | -12.9% | +23.1% | -36.0% | -18.1% |
| 6M | -5.0% | +1.3% | -6.3% | -6.6% |
| YTD | +41.8% | +4.5% | +37.3% | +36.9% |
| 1Y | +46.0% | +2.3% | +43.7% | +41.8% |
| 3Y | +133.5% | +9.8% | +123.7% | +107.6% |
| 5Y | +93.0% | -36.5% | +129.5% | +120.8% |
| 10Y | +1,534.9% | +64.7% | +1,470.2% | +1,253.2% |
| All | +1,534.9% | +59.7% | +1,475.2% | +1,253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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