+291.1%
ASML vs CIFR
-34.2%
+325.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +17.9% | -12.9% | +3.1% |
| 7D | -9.0% | -10.2% | +1.2% | -8.3% |
| 30D | -21.0% | -55.0% | +34.1% | -14.6% |
| 3M | -16.3% | -64.1% | +47.8% | -8.0% |
| 6M | -7.5% | -70.1% | +62.6% | +2.3% |
| YTD | +34.0% | -55.7% | +89.6% | +41.2% |
| 1Y | +39.3% | -69.9% | +109.1% | +50.9% |
| 3Y | +128.9% | +68.7% | +60.2% | +91.4% |
| 5Y | +76.1% | -26.2% | +102.3% | +33.0% |
| All | +291.1% | -34.2% | +325.3% | +188.5% |
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