+3,591.1%
ASML vs CRL
+1,573.3%
+2,017.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -1.0% |
| 7D | -10.0% | -12.8% | +2.7% | -5.5% |
| 30D | -19.4% | +5.0% | -24.4% | -21.0% |
| 3M | -12.5% | +39.4% | -51.8% | -23.1% |
| 6M | +8.2% | +89.4% | -81.1% | -15.9% |
| YTD | +40.7% | +63.6% | -22.9% | +14.2% |
| 1Y | +46.1% | +83.5% | -37.3% | +13.2% |
| 3Y | +138.5% | +79.4% | +59.1% | +74.8% |
| 5Y | +84.2% | -14.0% | +98.1% | +73.4% |
| 10Y | +1,505.1% | +378.5% | +1,126.6% | +737.4% |
| All | +3,591.1% | +1,573.3% | +2,017.8% | +1,450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling