+46.1%
ASML vs CI
+21.2%
+24.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -2.8% |
| 7D | -10.0% | +3.5% | -13.5% | -9.2% |
| 30D | -19.4% | +12.6% | -32.0% | -17.4% |
| 3M | -12.5% | +12.1% | -24.5% | -10.4% |
| 6M | +8.2% | +10.6% | -2.3% | +9.7% |
| YTD | +40.7% | +12.8% | +27.9% | +42.9% |
| 1Y | +46.1% | +18.0% | +28.1% | +50.8% |
| All | +46.1% | +21.2% | +24.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling