+116.2%
ASML vs CRM
-2.0%
+118.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.4% |
| 7D | +2.8% | -5.0% | +7.8% | +1.7% |
| 30D | -0.2% | +23.6% | -23.8% | +5.3% |
| 3M | -2.6% | +39.6% | -42.2% | +8.3% |
| 6M | +27.9% | +23.4% | +4.4% | +42.0% |
| YTD | +62.4% | -7.4% | +69.8% | +82.5% |
| 1Y | +116.2% | -2.3% | +118.5% | +143.8% |
| All | +116.2% | -2.0% | +118.3% | +143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling