+115.6%
ASML vs CRM
-3.9%
+119.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +4.2% |
| 7D | +6.0% | -3.5% | +9.5% | +7.1% |
| 30D | +1.4% | +29.3% | -27.9% | -8.8% |
| 3M | +1.0% | +36.8% | -35.8% | -12.4% |
| 6M | +37.0% | +23.9% | +13.1% | +21.4% |
| YTD | +65.8% | -5.5% | +71.2% | +66.8% |
| 1Y | +123.1% | -0.4% | +123.5% | +116.0% |
| 3Y | +188.2% | +12.8% | +175.4% | +141.8% |
| 5Y | +115.6% | -3.5% | +119.1% | +82.4% |
| All | +115.6% | -3.9% | +119.5% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling