+1,708.0%
ASML vs CRH
+253.3%
+1,454.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -1.0% | -6.1% | +5.1% | +3.0% |
| 30D | -6.2% | -9.3% | +3.1% | -0.3% |
| 3M | -10.5% | -15.2% | +4.7% | -1.8% |
| 6M | +22.9% | -14.2% | +37.1% | +34.0% |
| YTD | +59.5% | -28.3% | +87.8% | +95.3% |
| 1Y | +112.6% | -21.8% | +134.4% | +145.0% |
| 3Y | +177.4% | +71.6% | +105.7% | +84.1% |
| 5Y | +107.3% | +96.6% | +10.6% | +23.3% |
| All | +1,708.0% | +253.3% | +1,454.7% | +615.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling