+85,040.9%
ASML vs CI
+4,847.4%
+80,193.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -4.5% |
| 7D | -10.0% | +3.5% | -13.5% | -10.9% |
| 30D | -19.4% | +12.6% | -32.0% | -22.3% |
| 3M | -12.5% | +12.1% | -24.5% | -15.8% |
| 6M | +8.2% | +10.6% | -2.3% | +3.7% |
| YTD | +40.7% | +12.8% | +27.9% | +33.7% |
| 1Y | +46.1% | +18.0% | +28.1% | +36.8% |
| 3Y | +138.5% | +4.2% | +134.3% | +121.6% |
| 5Y | +84.2% | +57.2% | +26.9% | +48.6% |
| 10Y | +1,505.1% | +179.3% | +1,325.8% | +941.0% |
| All | +85,040.9% | +4,847.4% | +80,193.5% | +27,335.3% |
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