+1,395.4%
ASML vs CRL
+386.8%
+1,008.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.8% | -2.8% | +1.6% |
| 7D | -9.0% | -6.1% | -2.9% | -6.5% |
| 30D | -21.0% | +12.4% | -33.4% | -25.0% |
| 3M | -16.3% | +27.1% | -43.4% | -25.2% |
| 6M | -7.5% | +85.7% | -93.3% | -31.4% |
| YTD | +34.0% | +69.2% | -35.2% | +2.1% |
| 1Y | +39.3% | +97.5% | -58.2% | -1.6% |
| 3Y | +128.9% | +86.1% | +42.8% | +50.6% |
| 5Y | +76.1% | -10.0% | +86.1% | +67.9% |
| All | +1,395.4% | +386.8% | +1,008.6% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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