+75.5%
ASML vs CRS
+772.4%
-696.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -1.7% | -7.3% | -8.3% |
| 30D | -21.0% | -28.8% | +7.9% | -10.9% |
| 3M | -16.3% | -50.0% | +33.7% | +7.5% |
| 6M | -7.5% | -39.2% | +31.7% | +10.7% |
| YTD | +34.0% | -11.4% | +45.4% | +40.1% |
| 1Y | +39.3% | -11.7% | +51.0% | +45.5% |
| 3Y | +128.9% | +319.6% | -190.8% | +26.8% |
| All | +75.5% | +772.4% | -696.9% | -30.6% |
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 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