+112.6%
ASML vs CRH
-20.2%
+132.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -1.0% | -6.1% | +5.1% | +2.4% |
| 30D | -6.2% | -9.3% | +3.1% | -1.1% |
| 3M | -10.5% | -15.2% | +4.7% | -2.9% |
| 6M | +22.9% | -14.2% | +37.1% | +32.5% |
| YTD | +59.5% | -28.3% | +87.8% | +91.7% |
| 1Y | +112.6% | -21.8% | +134.4% | +141.5% |
| All | +112.6% | -20.2% | +132.7% | +141.5% |
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