+84,976.1%
ASML vs CRH
+3,926.3%
+81,049.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.9% | -1.3% | +6.3% | +5.6% |
| 30D | -9.3% | +18.1% | -27.4% | -15.5% |
| 3M | -19.0% | -3.9% | -15.1% | -18.1% |
| 6M | -5.2% | -13.3% | +8.1% | -0.9% |
| YTD | +40.6% | -24.2% | +64.8% | +55.6% |
| 1Y | +47.5% | -14.9% | +62.4% | +55.8% |
| 3Y | +133.9% | +64.9% | +69.0% | +89.7% |
| 5Y | +83.8% | +109.0% | -25.2% | +36.5% |
| 10Y | +1,539.7% | +248.9% | +1,290.9% | +897.6% |
| All | +84,976.1% | +3,926.3% | +81,049.8% | +34,763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling