+80,969.6%
ASML vs CI
+4,655.9%
+76,313.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.8% |
| 7D | -9.0% | -1.6% | -7.5% | -8.7% |
| 30D | -21.0% | +5.4% | -26.4% | -22.4% |
| 3M | -16.3% | +7.3% | -23.6% | -18.5% |
| 6M | -7.5% | +5.3% | -12.8% | -10.2% |
| YTD | +34.0% | +8.5% | +25.5% | +28.7% |
| 1Y | +39.3% | +17.1% | +22.2% | +30.6% |
| 3Y | +128.9% | +1.4% | +127.4% | +114.1% |
| 5Y | +76.1% | +50.5% | +25.6% | +43.8% |
| 10Y | +1,428.4% | +168.5% | +1,259.9% | +902.1% |
| All | +80,969.6% | +4,655.9% | +76,313.8% | +26,310.8% |
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