+75.5%
ASML vs CCI
-37.1%
+112.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.3% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | -21.0% | +28.4% | -49.3% | -23.6% |
| 3M | -16.3% | +20.0% | -36.3% | -18.4% |
| 6M | -7.5% | +0.8% | -8.3% | -7.8% |
| YTD | +34.0% | +3.6% | +30.4% | +32.2% |
| 1Y | +39.3% | +6.1% | +33.2% | +36.5% |
| 3Y | +128.9% | +7.2% | +121.6% | +106.1% |
| All | +75.5% | -37.1% | +112.6% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling