+1,395.4%
ASML vs CI
+166.5%
+1,228.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.6% |
| 7D | -9.0% | -1.6% | -7.5% | -8.7% |
| 30D | -21.0% | +5.4% | -26.4% | -22.2% |
| 3M | -16.3% | +7.3% | -23.6% | -18.2% |
| 6M | -7.5% | +5.3% | -12.8% | -9.8% |
| YTD | +34.0% | +8.5% | +25.5% | +29.3% |
| 1Y | +39.3% | +17.1% | +22.2% | +31.5% |
| 3Y | +128.9% | +1.4% | +127.4% | +114.1% |
| 5Y | +76.1% | +50.5% | +25.6% | +39.1% |
| All | +1,395.4% | +166.5% | +1,228.9% | +924.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling