+1,534.9%
ASML vs CMI
+325.3%
+1,209.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.3% |
| 7D | -2.9% | -9.3% | +6.4% | +3.5% |
| 30D | -15.2% | -13.2% | -2.0% | -7.0% |
| 3M | -12.9% | -28.2% | +15.3% | +7.6% |
| 6M | -5.0% | -32.7% | +27.7% | +22.1% |
| YTD | +41.8% | -10.1% | +51.9% | +52.2% |
| 1Y | +46.0% | -4.9% | +50.9% | +51.4% |
| 3Y | +133.5% | +120.4% | +13.1% | +43.5% |
| 5Y | +93.0% | +114.3% | -21.3% | +19.5% |
| 10Y | +1,534.9% | +324.8% | +1,210.1% | +606.0% |
| All | +1,534.9% | +325.3% | +1,209.6% | +606.0% |
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 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