+1,504.8%
ASML vs CRS
+967.2%
+537.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.7% | -3.5% | +2.9% |
| 7D | -0.8% | +4.9% | -5.8% | -2.3% |
| 30D | -14.9% | -20.8% | +5.9% | -8.5% |
| 3M | -13.0% | -46.4% | +33.5% | +6.5% |
| 6M | -4.7% | -28.6% | +23.9% | +6.2% |
| YTD | +42.3% | -2.8% | +45.1% | +43.0% |
| 1Y | +49.7% | -6.7% | +56.4% | +52.2% |
| 3Y | +144.3% | +368.0% | -223.7% | +39.4% |
| 5Y | +86.4% | +852.9% | -766.5% | -18.7% |
| 10Y | +1,504.8% | +905.1% | +599.7% | +549.4% |
| All | +1,504.8% | +967.2% | +537.7% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling