+108.6%
ASML vs COF
+52.8%
+55.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | +1.8% | -0.7% | +0.2% |
| 30D | +2.2% | -0.6% | +2.8% | +2.3% |
| 3M | -2.3% | +20.3% | -22.6% | -11.0% |
| 6M | +23.0% | +13.0% | +10.0% | +15.3% |
| YTD | +61.1% | -8.3% | +69.4% | +65.0% |
| 1Y | +129.1% | -1.5% | +130.6% | +125.7% |
| 3Y | +165.4% | +122.3% | +43.1% | +62.8% |
| All | +108.6% | +52.8% | +55.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling