+75.5%
ASML vs CMI
+112.1%
-36.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.8% |
| 7D | -9.0% | -10.0% | +1.0% | -1.6% |
| 30D | -21.0% | -13.0% | -8.0% | -12.3% |
| 3M | -16.3% | -29.9% | +13.6% | +8.5% |
| 6M | -7.5% | -36.7% | +29.2% | +28.6% |
| YTD | +34.0% | -10.9% | +44.9% | +45.2% |
| 1Y | +39.3% | -1.3% | +40.6% | +40.3% |
| 3Y | +128.9% | +117.4% | +11.5% | +24.9% |
| All | +75.5% | +112.1% | -36.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling