+75.5%
ASML vs CRM
-29.8%
+105.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +9.0% | +6.3% |
| 7D | -9.0% | -6.8% | -2.2% | -7.1% |
| 30D | -21.0% | -4.9% | -16.1% | -20.0% |
| 3M | -16.3% | +14.6% | -30.9% | -22.4% |
| 6M | -7.5% | +18.4% | -26.0% | -17.6% |
| YTD | +34.0% | -18.8% | +52.8% | +40.7% |
| 1Y | +39.3% | -10.0% | +49.2% | +37.4% |
| 3Y | +128.9% | +5.0% | +123.9% | +90.0% |
| All | +75.5% | -29.8% | +105.2% | +61.5% |
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