+129.1%
ASML vs CNI
+29.8%
+99.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | +2.2% | -3.3% | +5.5% | +3.3% |
| 3M | -2.3% | +3.8% | -6.1% | -4.1% |
| 6M | +23.0% | +12.7% | +10.3% | +14.9% |
| YTD | +61.1% | +26.3% | +34.8% | +44.8% |
| 1Y | +129.1% | +29.9% | +99.2% | +104.7% |
| All | +129.1% | +29.8% | +99.3% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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