+164.9%
ASML vs CIFR
+505.5%
-340.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.9% |
| 7D | +1.1% | +16.9% | -15.8% | -0.8% |
| 30D | +2.2% | -5.2% | +7.4% | +2.3% |
| 3M | -2.3% | -30.6% | +28.3% | 0.0% |
| 6M | +23.0% | +10.6% | +12.4% | +19.3% |
| YTD | +61.1% | +20.2% | +40.9% | +54.0% |
| 1Y | +129.1% | +139.7% | -10.6% | +103.1% |
| All | +164.9% | +505.5% | -340.5% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling