+164.9%
ASML vs CRS
+660.4%
-495.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +2.2% | -16.6% | +18.8% | +8.7% |
| 3M | -2.3% | -3.5% | +1.2% | -0.7% |
| 6M | +23.0% | +15.4% | +7.5% | +17.8% |
| YTD | +61.1% | +51.2% | +9.9% | +42.4% |
| 1Y | +129.1% | +98.3% | +30.8% | +85.8% |
| All | +164.9% | +660.4% | -495.5% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling