+46.1%
ASML vs CIFR
-69.0%
+115.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -20.0% | +16.4% | +0.6% |
| 7D | -10.0% | -26.7% | +16.7% | -4.8% |
| 30D | -19.4% | -58.0% | +38.6% | -5.0% |
| 3M | -12.5% | -68.1% | +55.6% | +7.9% |
| 6M | +8.2% | -63.7% | +71.9% | +26.0% |
| YTD | +40.7% | -56.0% | +96.7% | +54.1% |
| 1Y | +46.1% | -71.1% | +117.3% | +66.3% |
| All | +46.1% | -69.0% | +115.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling