+134.2%
ASML vs CNI
+22.0%
+112.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +10.4% | +1.0% | +9.3% | +9.7% |
| 30D | -12.7% | +7.5% | -20.2% | -16.1% |
| 3M | -17.2% | +1.7% | -18.9% | -18.1% |
| 6M | -1.3% | +15.4% | -16.7% | -10.0% |
| YTD | +40.8% | +31.5% | +9.3% | +17.8% |
| 1Y | +45.2% | +32.8% | +12.4% | +20.6% |
| All | +134.2% | +22.0% | +112.2% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling