+47.5%
ASML vs CRS
-14.1%
+61.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.2% |
| 7D | +4.9% | +4.8% | +0.2% | +2.3% |
| 30D | -9.3% | -23.2% | +13.9% | +2.6% |
| 3M | -19.0% | -45.5% | +26.5% | +10.5% |
| 6M | -5.2% | -33.1% | +27.9% | +16.8% |
| YTD | +40.6% | -7.2% | +47.8% | +50.4% |
| 1Y | +47.5% | -10.0% | +57.5% | +59.3% |
| All | +47.5% | -14.1% | +61.6% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling