+129.1%
ASML vs CMI
+45.0%
+84.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.2% |
| 7D | +1.1% | -0.7% | +1.8% | +1.7% |
| 30D | +2.2% | -13.4% | +15.6% | +13.2% |
| 3M | -2.3% | -17.0% | +14.7% | +11.8% |
| 6M | +23.0% | -1.6% | +24.6% | +25.2% |
| YTD | +61.1% | +11.0% | +50.1% | +50.6% |
| 1Y | +129.1% | +41.9% | +87.2% | +92.0% |
| All | +129.1% | +45.0% | +84.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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