+133.5%
ASML vs COR
+82.2%
+51.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.2% |
| 7D | -2.9% | +2.4% | -5.3% | -2.3% |
| 30D | -15.2% | +7.7% | -22.9% | -13.6% |
| 3M | -12.9% | +7.5% | -20.4% | -11.2% |
| 6M | -5.0% | +34.1% | -39.2% | +1.5% |
| YTD | +41.8% | +3.9% | +37.9% | +47.6% |
| 1Y | +46.0% | -3.6% | +49.7% | +49.0% |
| 3Y | +133.5% | +80.5% | +53.0% | +194.9% |
| All | +133.5% | +82.2% | +51.3% | +194.9% |
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