+114.2%
ASML vs COHR
+185.6%
-71.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.4% |
| 7D | +2.5% | +10.9% | -8.4% | -0.7% |
| 30D | -6.2% | -10.8% | +4.6% | -3.7% |
| 3M | -2.6% | -17.4% | +14.8% | +0.7% |
| 6M | +22.4% | +12.5% | +9.9% | +13.8% |
| YTD | +58.5% | +58.8% | -0.4% | +32.8% |
| 1Y | +114.2% | +183.3% | -69.1% | +47.1% |
| All | +114.2% | +185.6% | -71.4% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling