+129.1%
ASML vs COR
+12.8%
+116.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +3.8% |
| 7D | +1.1% | +2.8% | -1.7% | +1.7% |
| 30D | +2.2% | +4.5% | -2.3% | +3.3% |
| 3M | -2.3% | +22.7% | -25.0% | +1.3% |
| 6M | +23.0% | -9.7% | +32.7% | +28.8% |
| YTD | +61.1% | -1.4% | +62.5% | +71.9% |
| 1Y | +129.1% | +13.9% | +115.2% | +162.8% |
| All | +129.1% | +12.8% | +116.3% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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