+1,557.1%
ASML vs CRL
+350.3%
+1,206.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -9.3% | +11.9% | -21.2% | -13.7% |
| 3M | -19.0% | +20.2% | -39.1% | -25.7% |
| 6M | -5.2% | +107.5% | -112.8% | -33.1% |
| YTD | +40.6% | +69.4% | -28.8% | +7.0% |
| 1Y | +47.5% | +99.7% | -52.2% | +3.6% |
| 3Y | +133.9% | +98.8% | +35.1% | +48.4% |
| 5Y | +83.8% | -12.4% | +96.2% | +78.3% |
| All | +1,557.1% | +350.3% | +1,206.8% | +607.8% |
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