+140.0%
ASML vs CRH
+70.6%
+69.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +2.5% | -2.6% | +5.1% | +4.3% |
| 30D | -12.2% | +18.8% | -31.0% | -21.2% |
| 3M | -14.6% | -4.6% | -10.0% | -12.8% |
| 6M | -1.7% | -13.8% | +12.1% | +5.8% |
| YTD | +44.3% | -22.0% | +66.3% | +65.6% |
| 1Y | +51.0% | -13.6% | +64.6% | +62.1% |
| All | +140.0% | +70.6% | +69.4% | +82.1% |
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