+164.9%
ASML vs COR
+93.9%
+71.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +3.7% |
| 7D | +1.1% | +2.8% | -1.7% | +1.8% |
| 30D | +2.2% | +4.5% | -2.3% | +3.3% |
| 3M | -2.3% | +22.7% | -25.0% | +2.4% |
| 6M | +23.0% | -9.7% | +32.7% | +23.8% |
| YTD | +61.1% | -1.4% | +62.5% | +65.2% |
| 1Y | +129.1% | +13.9% | +115.2% | +144.4% |
| All | +164.9% | +93.9% | +71.0% | +240.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling