+47.5%
ASML vs CIFR
-58.8%
+106.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.8% |
| 7D | +4.9% | +4.8% | +0.1% | +3.8% |
| 30D | -9.3% | -31.0% | +21.7% | -3.2% |
| 3M | -19.0% | -58.7% | +39.7% | -5.1% |
| 6M | -5.2% | -67.7% | +62.5% | +13.4% |
| YTD | +40.6% | -53.5% | +94.1% | +51.0% |
| 1Y | +47.5% | -54.1% | +101.6% | +56.9% |
| All | +47.5% | -58.8% | +106.3% | +56.9% |
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