+140.0%
ASML vs COHR
+598.4%
-458.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.5% | -1.2% |
| 7D | +2.5% | +20.2% | -17.7% | -3.9% |
| 30D | -12.2% | -18.6% | +6.4% | -7.3% |
| 3M | -14.6% | -28.6% | +14.0% | -7.5% |
| 6M | -1.7% | -38.2% | +36.5% | +8.5% |
| YTD | +44.3% | +27.1% | +17.2% | +23.3% |
| 1Y | +51.0% | +48.4% | +2.6% | +22.1% |
| All | +140.0% | +598.4% | -458.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling