+46.0%
ASML vs CI
+18.7%
+27.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | +0.2% |
| 7D | -2.9% | +2.6% | -5.5% | -2.2% |
| 30D | -15.2% | +7.3% | -22.5% | -13.9% |
| 3M | -12.9% | +9.5% | -22.4% | -11.3% |
| 6M | -5.0% | +6.4% | -11.5% | -3.4% |
| YTD | +41.8% | +12.0% | +29.8% | +43.1% |
| 1Y | +46.0% | +20.1% | +26.0% | +50.6% |
| All | +46.0% | +18.7% | +27.3% | +50.6% |
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