+1,582.8%
ASML vs CRS
+882.2%
+700.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.8% | +0.9% |
| 7D | +2.5% | +4.4% | -1.8% | +1.2% |
| 30D | -12.2% | -19.1% | +6.9% | -6.3% |
| 3M | -14.6% | -43.2% | +28.6% | +2.5% |
| 6M | -1.7% | -28.9% | +27.1% | +9.7% |
| YTD | +44.3% | -3.0% | +47.3% | +45.0% |
| 1Y | +51.0% | -5.3% | +56.3% | +52.8% |
| 3Y | +137.6% | +363.5% | -226.0% | +35.8% |
| 5Y | +92.7% | +858.2% | -765.4% | -16.2% |
| 10Y | +1,582.8% | +862.9% | +719.9% | +577.0% |
| All | +1,582.8% | +882.2% | +700.6% | +577.0% |
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