+129.1%
ASML vs CRH
-14.7%
+143.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.8% |
| 7D | +1.1% | -1.7% | +2.8% | +2.1% |
| 30D | +2.2% | -5.4% | +7.5% | +5.3% |
| 3M | -2.3% | -11.2% | +8.9% | +3.5% |
| 6M | +23.0% | -15.8% | +38.8% | +35.2% |
| YTD | +61.1% | -23.6% | +84.7% | +86.9% |
| 1Y | +129.1% | -14.6% | +143.7% | +152.9% |
| All | +129.1% | -14.7% | +143.8% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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