+80,969.6%
ASML vs CMI
+7,950.5%
+73,019.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -9.0% | -10.0% | +1.0% | -3.9% |
| 30D | -21.0% | -13.0% | -8.0% | -15.0% |
| 3M | -16.3% | -29.9% | +13.6% | +0.3% |
| 6M | -7.5% | -36.7% | +29.2% | +16.7% |
| YTD | +34.0% | -10.9% | +44.9% | +42.6% |
| 1Y | +39.3% | -1.3% | +40.6% | +40.9% |
| 3Y | +128.9% | +117.4% | +11.5% | +55.5% |
| 5Y | +76.1% | +112.9% | -36.8% | +21.1% |
| 10Y | +1,428.4% | +366.7% | +1,061.7% | +595.2% |
| All | +80,969.6% | +7,950.5% | +73,019.2% | +5,559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling