+144.3%
ASML vs CCI
+6.5%
+137.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.0% |
| 7D | -0.8% | +0.9% | -1.8% | -0.6% |
| 30D | -14.9% | +10.3% | -25.2% | -13.1% |
| 3M | -13.0% | +17.9% | -30.8% | -10.1% |
| 6M | -4.7% | -0.5% | -4.2% | -4.2% |
| YTD | +42.3% | +2.7% | +39.6% | +44.0% |
| 1Y | +49.7% | +3.1% | +46.6% | +51.8% |
| 3Y | +144.3% | +8.0% | +136.3% | +136.0% |
| All | +144.3% | +6.5% | +137.8% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling