+47.5%
ASML vs CRL
+99.6%
-52.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -9.3% | +11.9% | -21.2% | -11.2% |
| 3M | -19.0% | +20.2% | -39.1% | -22.1% |
| 6M | -5.2% | +107.5% | -112.8% | -20.7% |
| YTD | +40.6% | +69.4% | -28.8% | +25.0% |
| 1Y | +47.5% | +99.7% | -52.2% | +27.0% |
| All | +47.5% | +99.6% | -52.1% | +27.0% |
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