+1,553.7%
ASML vs COF
+194.4%
+1,359.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -2.9% | -6.2% | +3.3% | -0.2% |
| 30D | -15.2% | -1.7% | -13.5% | -14.6% |
| 3M | -12.9% | -10.2% | -2.7% | -9.0% |
| 6M | -5.0% | +4.2% | -9.2% | -7.5% |
| YTD | +41.8% | -18.2% | +60.1% | +52.1% |
| 1Y | +46.0% | -9.7% | +55.8% | +50.0% |
| 3Y | +133.5% | +95.0% | +38.4% | +65.3% |
| 5Y | +93.0% | +36.8% | +56.1% | +55.0% |
| All | +1,553.7% | +194.4% | +1,359.3% | +875.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling