+108.6%
ASML vs CI
+42.7%
+65.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.2% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +2.2% | +4.4% | -2.3% | +1.9% |
| 3M | -2.3% | +0.7% | -3.0% | -2.6% |
| 6M | +23.0% | +0.3% | +22.6% | +22.5% |
| YTD | +61.1% | +3.8% | +57.2% | +60.0% |
| 1Y | +129.1% | -5.5% | +134.6% | +128.9% |
| 3Y | +165.4% | +8.1% | +157.2% | +148.5% |
| All | +108.6% | +42.7% | +65.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling