+46.6%
ASML vs COR
-2.4%
+48.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.6% | +6.8% |
| 7D | -0.8% | +2.3% | -3.2% | -0.3% |
| 30D | -14.9% | +6.8% | -21.7% | -13.6% |
| 3M | -13.0% | +8.1% | -21.1% | -11.3% |
| 6M | -4.7% | +33.0% | -37.7% | -0.5% |
| YTD | +42.3% | +3.0% | +39.3% | +56.6% |
| All | +46.6% | -2.4% | +48.9% | +54.1% |
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