+182.5%
ASML vs CRH
+72.0%
+110.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | +2.8% | -3.6% | +6.4% | +5.0% |
| 30D | -0.2% | -10.8% | +10.6% | +6.6% |
| 3M | -2.6% | -13.5% | +10.9% | +4.9% |
| 6M | +27.9% | -15.4% | +43.3% | +39.7% |
| YTD | +62.4% | -27.6% | +90.0% | +95.1% |
| 1Y | +116.2% | -18.4% | +134.6% | +140.3% |
| All | +182.5% | +72.0% | +110.4% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling