+30.8%
ASML vs CRL
+91.7%
-60.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.3% | -8.3% |
| 7D | -19.0% | -16.8% | -2.3% | -15.4% |
| 30D | -25.9% | +2.6% | -28.6% | -25.9% |
| 3M | -19.1% | +20.1% | -39.1% | -21.8% |
| 6M | -5.7% | +68.8% | -74.6% | -16.5% |
| YTD | +27.6% | +56.9% | -29.3% | +15.8% |
| 1Y | +30.8% | +86.7% | -55.9% | +16.6% |
| All | +30.8% | +91.7% | -60.9% | +16.6% |
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