+80,969.6%
ASML vs CRS
+3,978.2%
+76,991.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -1.7% | -7.3% | -8.4% |
| 30D | -21.0% | -28.8% | +7.9% | -10.9% |
| 3M | -16.3% | -50.0% | +33.7% | +7.4% |
| 6M | -7.5% | -39.2% | +31.7% | +10.4% |
| YTD | +34.0% | -11.4% | +45.4% | +38.5% |
| 1Y | +39.3% | -11.7% | +51.0% | +43.8% |
| 3Y | +128.9% | +319.6% | -190.8% | +23.8% |
| 5Y | +76.1% | +794.8% | -718.7% | -31.6% |
| 10Y | +1,428.4% | +926.9% | +501.5% | +363.1% |
| All | +80,969.6% | +3,978.2% | +76,991.4% | +7,908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling