+1,761.8%
ASML vs CRS
+1,306.2%
+455.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +4.1% |
| 7D | +6.0% | -3.1% | +9.1% | +7.0% |
| 30D | +1.4% | -19.6% | +21.0% | +8.7% |
| 3M | +1.0% | -8.1% | +9.1% | +3.9% |
| 6M | +37.0% | +18.6% | +18.4% | +29.7% |
| YTD | +65.8% | +45.9% | +19.9% | +46.5% |
| 1Y | +123.1% | +82.5% | +40.6% | +81.4% |
| 3Y | +188.2% | +648.9% | -460.7% | +42.8% |
| 5Y | +115.6% | +1,438.1% | -1,322.5% | -18.0% |
| 10Y | +1,761.8% | +1,327.0% | +434.8% | +564.1% |
| All | +1,761.8% | +1,306.2% | +455.7% | +564.1% |
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