+1,761.8%
ASML vs CMI
+506.5%
+1,255.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +6.0% | +1.9% | +4.1% | +4.8% |
| 30D | +1.4% | -12.5% | +13.9% | +10.2% |
| 3M | +1.0% | -16.2% | +17.2% | +13.0% |
| 6M | +37.0% | +4.9% | +32.1% | +33.8% |
| YTD | +65.8% | +11.1% | +54.6% | +55.3% |
| 1Y | +123.1% | +43.4% | +79.7% | +78.6% |
| 3Y | +188.2% | +154.1% | +34.1% | +61.8% |
| 5Y | +115.6% | +169.5% | -53.9% | +15.7% |
| 10Y | +1,761.8% | +503.8% | +1,258.1% | +551.7% |
| All | +1,761.8% | +506.5% | +1,255.3% | +551.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling