-1.7%
ASML vs CRM
+21.7%
-23.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +2.4% |
| 7D | +2.5% | -4.0% | +6.6% | +1.2% |
| 30D | -12.2% | -6.8% | -5.4% | -14.1% |
| 3M | -14.6% | +10.6% | -25.2% | -10.6% |
| 6M | -1.7% | +23.4% | -25.1% | +14.8% |
| All | -1.7% | +21.7% | -23.5% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling