+1,559.3%
ASML vs CRL
+354.1%
+1,205.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +10.4% | +8.9% | +1.5% | +6.3% |
| 30D | -12.7% | +14.0% | -26.7% | -17.7% |
| 3M | -17.2% | +19.8% | -37.0% | -24.0% |
| 6M | -1.3% | +102.0% | -103.3% | -29.5% |
| YTD | +40.8% | +70.8% | -30.1% | +6.8% |
| 1Y | +45.2% | +98.7% | -53.5% | +2.3% |
| 3Y | +131.8% | +98.2% | +33.7% | +47.5% |
| 5Y | +84.0% | -11.7% | +95.7% | +77.9% |
| All | +1,559.3% | +354.1% | +1,205.2% | +606.1% |
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