+1,395.4%
ASML vs COR
+524.4%
+871.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.4% |
| 7D | -9.0% | +0.8% | -9.8% | -9.2% |
| 30D | -21.0% | +5.1% | -26.1% | -21.8% |
| 3M | -16.3% | +2.8% | -19.1% | -17.0% |
| 6M | -7.5% | +32.5% | -40.1% | -13.8% |
| YTD | +34.0% | -0.7% | +34.6% | +32.8% |
| 1Y | +39.3% | -6.7% | +46.0% | +40.1% |
| 3Y | +128.9% | +73.7% | +55.1% | +87.9% |
| 5Y | +76.1% | +177.9% | -101.8% | +23.0% |
| All | +1,395.4% | +524.4% | +871.0% | +776.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling