+67.7%
ASML vs CI
+54.1%
+13.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.3% |
| 7D | -19.0% | +1.0% | -20.1% | -19.1% |
| 30D | -25.9% | +9.9% | -35.8% | -26.3% |
| 3M | -19.1% | +12.1% | -31.1% | -19.6% |
| 6M | -5.7% | +10.6% | -16.3% | -6.6% |
| YTD | +27.6% | +11.4% | +16.2% | +26.2% |
| 1Y | +30.8% | +18.8% | +12.0% | +28.6% |
| 3Y | +116.2% | +2.9% | +113.4% | +110.2% |
| 5Y | +67.7% | +54.5% | +13.1% | +33.7% |
| All | +67.7% | +54.1% | +13.5% | +33.7% |
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