+128.9%
ASML vs CIFR
+54.7%
+74.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +17.9% | -12.9% | +2.8% |
| 7D | -9.0% | -10.2% | +1.2% | -8.3% |
| 30D | -21.0% | -55.0% | +34.1% | -13.9% |
| 3M | -16.3% | -64.1% | +47.8% | -7.0% |
| 6M | -7.5% | -70.1% | +62.6% | +3.5% |
| YTD | +34.0% | -55.7% | +89.6% | +42.6% |
| 1Y | +39.3% | -69.9% | +109.1% | +52.1% |
| 3Y | +128.9% | +68.7% | +60.2% | +108.5% |
| All | +128.9% | +54.7% | +74.1% | +108.5% |
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 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