+1,767.1%
ASML vs CRM
+233.3%
+1,533.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | +2.8% | -5.0% | +7.8% | +4.8% |
| 30D | -0.2% | +23.6% | -23.8% | -10.8% |
| 3M | -2.6% | +39.6% | -42.2% | -19.3% |
| 6M | +27.9% | +23.4% | +4.4% | +9.4% |
| YTD | +62.4% | -7.4% | +69.8% | +59.2% |
| 1Y | +116.2% | -2.3% | +118.5% | +103.8% |
| 3Y | +182.4% | +10.5% | +171.9% | +135.8% |
| 5Y | +112.4% | -4.7% | +117.1% | +85.2% |
| 10Y | +1,767.1% | +234.7% | +1,532.3% | +701.2% |
| All | +1,767.1% | +233.3% | +1,533.8% | +701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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