+67.7%
ASML vs CCI
-36.0%
+103.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.2% |
| 7D | -19.0% | +2.4% | -21.4% | -19.3% |
| 30D | -25.9% | +33.2% | -59.1% | -28.7% |
| 3M | -19.1% | +25.0% | -44.0% | -21.4% |
| 6M | -5.7% | +4.8% | -10.5% | -6.5% |
| YTD | +27.6% | +6.4% | +21.2% | +25.5% |
| 1Y | +30.8% | +6.5% | +24.3% | +28.5% |
| 3Y | +116.2% | +8.6% | +107.6% | +95.6% |
| 5Y | +67.7% | -35.3% | +103.0% | +107.9% |
| All | +67.7% | -36.0% | +103.6% | +107.9% |
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