+80,969.6%
ASML vs COF
+4,426.5%
+76,543.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| YTD | +34.0% | -15.7% | +49.7% | +41.0% |
| 1Y | +39.3% | -5.5% | +44.8% | +40.4% |
| 3Y | +128.9% | +100.5% | +28.3% | +71.0% |
| 5Y | +76.1% | +42.3% | +33.7% | +47.2% |
| 10Y | +1,428.4% | +228.7% | +1,199.7% | +773.6% |
| All | +80,969.6% | +4,426.5% | +76,543.1% | +16,415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling