+1,395.4%
ASML vs CRS
+908.2%
+487.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -1.7% | -7.3% | -8.4% |
| 30D | -21.0% | -28.8% | +7.9% | -11.9% |
| 3M | -16.3% | -50.0% | +33.7% | +4.7% |
| 6M | -7.5% | -39.2% | +31.7% | +8.6% |
| YTD | +34.0% | -11.4% | +45.4% | +38.9% |
| 1Y | +39.3% | -11.7% | +51.0% | +44.3% |
| 3Y | +128.9% | +319.6% | -190.8% | +35.9% |
| 5Y | +76.1% | +794.8% | -718.7% | -21.1% |
| All | +1,395.4% | +908.2% | +487.2% | +537.2% |
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