+8.2%
ASML vs COP
+12.0%
-3.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -5.4% |
| 7D | -10.0% | -8.1% | -1.9% | -12.6% |
| 30D | -19.4% | +6.7% | -26.1% | -16.5% |
| 3M | -12.5% | +16.9% | -29.4% | -4.6% |
| 6M | +8.2% | +11.2% | -3.0% | +15.6% |
| All | +8.2% | +12.0% | -3.8% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling