+1,411.0%
ASML vs CNI
+139.1%
+1,271.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +6.4% |
| 7D | -9.0% | +0.3% | -9.3% | -9.3% |
| 30D | -21.0% | +7.2% | -28.1% | -25.1% |
| 3M | -16.3% | -1.3% | -15.0% | -15.9% |
| 6M | -7.5% | +11.8% | -19.3% | -15.9% |
| YTD | +34.0% | +27.7% | +6.3% | +9.5% |
| 1Y | +39.3% | +33.5% | +5.8% | +9.9% |
| 3Y | +128.9% | +19.3% | +109.5% | +93.3% |
| 5Y | +76.1% | +3.1% | +73.0% | +66.5% |
| All | +1,411.0% | +139.1% | +1,271.9% | +769.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling