+635.2%
ASML vs CRWD
+1,268.2%
-633.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.9% | +0.5% | -6.5% |
| 7D | -19.0% | -16.8% | -2.2% | -14.5% |
| 30D | -25.9% | -22.1% | -3.8% | -20.5% |
| 3M | -19.1% | +3.5% | -22.6% | -21.4% |
| 6M | -5.7% | +82.3% | -88.1% | -23.4% |
| YTD | +27.6% | +85.3% | -57.8% | +1.5% |
| 1Y | +30.8% | +62.7% | -31.9% | +8.3% |
| 3Y | +116.2% | +361.5% | -245.3% | +26.3% |
| 5Y | +67.7% | +217.7% | -150.1% | +1.6% |
| All | +635.2% | +1,268.2% | -633.0% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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