+1,504.8%
ASML vs CRL
+400.8%
+1,104.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +4.1% |
| 7D | -0.8% | +4.4% | -5.2% | -2.6% |
| 30D | -14.9% | +17.1% | -32.0% | -20.7% |
| 3M | -13.0% | +32.1% | -45.1% | -23.5% |
| 6M | -4.7% | +98.9% | -103.6% | -31.4% |
| YTD | +42.3% | +77.1% | -34.8% | +6.2% |
| 1Y | +49.7% | +110.3% | -60.5% | +2.8% |
| 3Y | +144.3% | +108.5% | +35.8% | +51.8% |
| 5Y | +86.4% | -7.9% | +94.2% | +76.6% |
| 10Y | +1,504.8% | +368.9% | +1,135.9% | +569.4% |
| All | +1,504.8% | +400.8% | +1,104.0% | +569.4% |
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