+1,557.1%
ASML vs COP
+342.2%
+1,214.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +4.9% | +4.4% | +0.5% | +3.7% |
| 30D | -9.3% | 0.0% | -9.2% | -9.4% |
| 3M | -19.0% | +15.0% | -34.0% | -22.4% |
| 6M | -5.2% | +22.0% | -27.2% | -11.2% |
| YTD | +40.6% | +55.3% | -14.7% | +20.6% |
| 1Y | +47.5% | +64.1% | -16.6% | +24.0% |
| 3Y | +133.9% | +34.1% | +99.8% | +105.6% |
| 5Y | +83.8% | +133.4% | -49.6% | +31.6% |
| All | +1,557.1% | +342.2% | +1,214.9% | +889.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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