+310.4%
ASML vs CIFR
-31.1%
+341.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.3% |
| 7D | +4.9% | +4.8% | +0.1% | +4.4% |
| 30D | -9.3% | -31.0% | +21.7% | -6.2% |
| 3M | -19.0% | -58.7% | +39.7% | -12.2% |
| 6M | -5.2% | -67.7% | +62.5% | +4.0% |
| YTD | +40.6% | -53.5% | +94.1% | +47.4% |
| 1Y | +47.5% | -54.1% | +101.6% | +54.1% |
| 3Y | +133.9% | +138.2% | -4.3% | +89.6% |
| 5Y | +83.8% | -18.5% | +102.3% | +37.8% |
| All | +310.4% | -31.1% | +341.4% | +201.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling