+131.4%
ASML vs CRCL
+47.9%
+83.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.2% |
| 7D | +1.1% | +17.1% | -16.0% | +0.4% |
| 30D | +2.2% | +61.3% | -59.1% | +0.2% |
| 3M | -2.3% | +12.7% | -15.0% | -3.2% |
| 6M | +23.0% | -3.1% | +26.0% | +21.9% |
| YTD | +61.1% | +28.7% | +32.4% | +58.1% |
| 1Y | +129.1% | -13.1% | +142.3% | +125.7% |
| All | +131.4% | +47.9% | +83.5% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling