+75.5%
ASML vs CIFR
-29.9%
+105.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +17.9% | -12.9% | +3.0% |
| 7D | -9.0% | -10.2% | +1.2% | -8.3% |
| 30D | -21.0% | -55.0% | +34.1% | -14.3% |
| 3M | -16.3% | -64.1% | +47.8% | -7.7% |
| 6M | -7.5% | -70.1% | +62.6% | +2.7% |
| YTD | +34.0% | -55.7% | +89.6% | +41.5% |
| 1Y | +39.3% | -69.9% | +109.1% | +51.5% |
| 3Y | +128.9% | +68.7% | +60.2% | +89.0% |
| All | +75.5% | -29.9% | +105.4% | +41.4% |
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