+87,210.0%
ASML vs COHR
+26,942.6%
+60,267.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.5% | -0.5% |
| 7D | +2.5% | +20.2% | -17.7% | -2.3% |
| 30D | -12.2% | -18.6% | +6.4% | -8.3% |
| 3M | -14.6% | -28.6% | +14.0% | -8.9% |
| 6M | -1.7% | -38.2% | +36.5% | +6.6% |
| YTD | +44.3% | +27.1% | +17.2% | +29.3% |
| 1Y | +51.0% | +48.4% | +2.6% | +29.9% |
| 3Y | +137.6% | +590.3% | -452.8% | +33.8% |
| 5Y | +92.7% | +258.7% | -166.0% | +22.0% |
| 10Y | +1,582.8% | +712.9% | +869.9% | +741.6% |
| All | +87,210.0% | +26,942.6% | +60,267.4% | +26,620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling