+46.0%
ASML vs CRL
+106.9%
-60.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | -2.9% | -1.7% | -1.1% | -2.6% |
| 30D | -15.2% | +14.6% | -29.8% | -17.5% |
| 3M | -12.9% | +24.8% | -37.7% | -17.0% |
| 6M | -5.0% | +94.7% | -99.7% | -19.0% |
| YTD | +41.8% | +73.4% | -31.5% | +25.4% |
| 1Y | +46.0% | +104.7% | -58.6% | +26.7% |
| All | +46.0% | +106.9% | -60.8% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling