+89.4%
ASML vs CRS
+840.5%
-751.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -12.9% | -46.8% | +33.9% | +9.2% |
| 6M | -5.0% | -30.4% | +25.4% | +8.3% |
| YTD | +41.8% | -5.4% | +47.2% | +44.6% |
| 1Y | +46.0% | -9.0% | +55.0% | +50.7% |
| 3Y | +133.5% | +352.2% | -218.7% | +26.0% |
| All | +89.4% | +840.5% | -751.1% | -26.3% |
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 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