+9,763.4%
ASML vs CRM
+5,701.5%
+4,061.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.9% | -3.9% | +1.1% | -1.6% |
| 30D | -15.2% | -6.8% | -8.4% | -13.4% |
| 3M | -12.9% | +8.3% | -21.2% | -17.4% |
| 6M | -5.0% | +17.9% | -23.0% | -14.8% |
| YTD | +41.8% | -18.9% | +60.7% | +43.1% |
| 1Y | +46.0% | -10.9% | +57.0% | +41.7% |
| 3Y | +133.5% | +1.8% | +131.6% | +109.6% |
| 5Y | +93.0% | -27.4% | +120.4% | +93.6% |
| 10Y | +1,534.9% | +195.5% | +1,339.4% | +905.4% |
| All | +9,763.4% | +5,701.5% | +4,061.9% | +2,225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling