+97,349.8%
ASML vs CI
+4,451.3%
+92,898.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +2.2% | +4.4% | -2.3% | +0.8% |
| 3M | -2.3% | +0.7% | -3.0% | -3.2% |
| 6M | +23.0% | +0.3% | +22.6% | +21.6% |
| YTD | +61.1% | +3.8% | +57.2% | +57.5% |
| 1Y | +129.1% | -5.5% | +134.6% | +127.5% |
| 3Y | +165.4% | +8.1% | +157.2% | +144.0% |
| 5Y | +109.5% | +42.8% | +66.7% | +74.2% |
| 10Y | +1,645.7% | +143.9% | +1,501.8% | +1,082.0% |
| All | +97,349.8% | +4,451.3% | +92,898.5% | +32,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling