+67.7%
ASML vs CIFR
-35.9%
+103.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.6% | +5.3% | -7.7% |
| 7D | -19.0% | -31.5% | +12.4% | -15.8% |
| 30D | -25.9% | -64.2% | +38.3% | -17.6% |
| 3M | -19.1% | -70.3% | +51.3% | -8.7% |
| 6M | -5.7% | -74.9% | +69.2% | +6.9% |
| YTD | +27.6% | -62.4% | +90.0% | +37.4% |
| 1Y | +30.8% | -77.5% | +108.3% | +46.6% |
| 3Y | +116.2% | +35.4% | +80.9% | +83.1% |
| 5Y | +67.7% | -37.4% | +105.1% | +36.6% |
| All | +67.7% | -35.9% | +103.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling