+138.2%
ASML vs CRCL
+39.4%
+98.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.7% | +3.1% |
| 7D | +6.0% | +7.5% | -1.5% | +5.6% |
| 30D | +1.4% | +44.3% | -42.9% | -0.2% |
| 3M | +1.0% | +16.5% | -15.5% | 0.0% |
| 6M | +37.0% | -5.6% | +42.6% | +36.0% |
| YTD | +65.8% | +21.3% | +44.5% | +63.1% |
| 1Y | +123.1% | -14.5% | +137.6% | +120.6% |
| All | +138.2% | +39.4% | +98.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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