+1,582.8%
ASML vs COR
+489.9%
+1,092.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | -12.2% | +7.6% | -19.9% | -13.6% |
| 3M | -14.6% | +5.0% | -19.6% | -15.7% |
| 6M | -1.7% | +35.3% | -37.0% | -8.9% |
| YTD | +44.3% | +4.2% | +40.1% | +41.6% |
| 1Y | +51.0% | -3.4% | +54.4% | +50.9% |
| 3Y | +137.6% | +81.1% | +56.5% | +92.2% |
| 5Y | +92.7% | +195.8% | -103.1% | +30.9% |
| 10Y | +1,582.8% | +493.6% | +1,089.2% | +831.4% |
| All | +1,582.8% | +489.9% | +1,092.9% | +831.4% |
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