+828.1%
ASML vs CRWD
+1,242.4%
-414.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +2.2% | +1.5% | +0.6% | +0.5% |
| 3M | -2.3% | +18.5% | -20.8% | -8.5% |
| 6M | +23.0% | +109.1% | -86.1% | -4.1% |
| YTD | +61.1% | +81.8% | -20.8% | +29.8% |
| 1Y | +129.1% | +106.7% | +22.4% | +77.3% |
| 3Y | +165.4% | +428.7% | -263.3% | +50.1% |
| 5Y | +109.5% | +206.4% | -96.9% | +28.9% |
| All | +828.1% | +1,242.4% | -414.3% | +284.2% |
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