+1,557.1%
ASML vs CRH
+246.6%
+1,310.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +4.9% | -1.3% | +6.3% | +5.9% |
| 30D | -9.3% | +18.1% | -27.4% | -19.2% |
| 3M | -19.0% | -3.9% | -15.1% | -17.7% |
| 6M | -5.2% | -13.3% | +8.1% | +1.6% |
| YTD | +40.6% | -24.2% | +64.8% | +64.8% |
| 1Y | +47.5% | -14.9% | +62.4% | +59.9% |
| 3Y | +133.9% | +64.9% | +69.0% | +58.4% |
| 5Y | +83.8% | +109.0% | -25.2% | +3.6% |
| All | +1,557.1% | +246.6% | +1,310.5% | +532.7% |
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