+19,477.0%
ASML vs CCI
+905.5%
+18,571.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +2.2% | +2.7% | -0.5% | +1.2% |
| 3M | -2.3% | -18.2% | +15.9% | +2.9% |
| 6M | +23.0% | -14.8% | +37.8% | +27.1% |
| YTD | +61.1% | -12.6% | +73.7% | +64.2% |
| 1Y | +129.1% | -16.7% | +145.9% | +136.4% |
| 3Y | +165.4% | -10.5% | +175.9% | +158.2% |
| 5Y | +109.5% | -51.4% | +160.9% | +148.9% |
| 10Y | +1,645.7% | +20.0% | +1,625.7% | +1,411.6% |
| All | +19,477.0% | +905.5% | +18,571.5% | +5,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling