+128.9%
ASML vs COF
+99.3%
+29.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | -1.5% | -7.6% | -8.5% |
| 30D | -21.0% | +3.0% | -24.0% | -21.8% |
| 3M | -16.3% | -7.9% | -8.4% | -13.9% |
| 6M | -7.5% | +5.2% | -12.7% | -9.9% |
| YTD | +34.0% | -15.7% | +49.7% | +40.3% |
| 1Y | +39.3% | -5.5% | +44.8% | +39.7% |
| 3Y | +128.9% | +100.5% | +28.3% | +73.9% |
| All | +128.9% | +99.3% | +29.5% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling