+1,559.3%
ASML vs COHR
+700.3%
+859.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +10.4% | +36.7% | -26.4% | -1.8% |
| 30D | -12.7% | -20.0% | +7.2% | -6.7% |
| 3M | -17.2% | -34.7% | +17.6% | -6.5% |
| 6M | -1.3% | -37.9% | +36.6% | +9.7% |
| YTD | +40.8% | +25.7% | +15.1% | +18.1% |
| 1Y | +45.2% | +48.1% | -2.9% | +14.1% |
| 3Y | +131.8% | +583.2% | -451.4% | -7.9% |
| 5Y | +84.0% | +256.0% | -171.9% | -12.8% |
| All | +1,559.3% | +700.3% | +859.0% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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