+133.5%
ASML vs CRS
+354.4%
-220.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.6% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -15.2% | -22.9% | +7.7% | -7.8% |
| 3M | -12.9% | -46.8% | +33.9% | +7.6% |
| 6M | -5.0% | -30.4% | +25.4% | +7.8% |
| YTD | +41.8% | -5.4% | +47.2% | +46.8% |
| 1Y | +46.0% | -9.0% | +55.0% | +52.7% |
| 3Y | +133.5% | +352.2% | -218.7% | +65.6% |
| All | +133.5% | +354.4% | -220.9% | +65.6% |
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