+82.7%
ASML vs CRS
+800.5%
-717.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.9% |
| 7D | +4.9% | +4.8% | +0.2% | +3.1% |
| 30D | -9.3% | -23.2% | +13.9% | -0.6% |
| 3M | -19.0% | -45.5% | +26.5% | +0.7% |
| 6M | -5.2% | -33.1% | +27.9% | +9.6% |
| YTD | +40.6% | -7.2% | +47.8% | +44.4% |
| 1Y | +47.5% | -10.0% | +57.5% | +52.9% |
| 3Y | +133.9% | +332.3% | -198.4% | +28.5% |
| All | +82.7% | +800.5% | -717.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling