+283.4%
ASML vs CRBG
+112.0%
+171.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.4% |
| 30D | -0.2% | -1.9% | +1.7% | +0.2% |
| 3M | -2.6% | +23.6% | -26.2% | -10.6% |
| 6M | +27.9% | +36.5% | -8.7% | +12.5% |
| YTD | +62.4% | +14.3% | +48.2% | +52.1% |
| 1Y | +116.2% | +4.8% | +111.4% | +108.2% |
| 3Y | +182.4% | +119.3% | +63.1% | +100.8% |
| All | +283.4% | +112.0% | +171.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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