+108.6%
ASML vs COR
+184.0%
-75.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.2% |
| 7D | +1.1% | +2.8% | -1.7% | +1.1% |
| 30D | +2.2% | +4.5% | -2.3% | +2.2% |
| 3M | -2.3% | +22.7% | -25.0% | -2.7% |
| 6M | +23.0% | -9.7% | +32.7% | +25.7% |
| YTD | +61.1% | -1.4% | +62.5% | +63.2% |
| 1Y | +129.1% | +13.9% | +115.2% | +128.1% |
| 3Y | +165.4% | +94.0% | +71.4% | +121.9% |
| All | +108.6% | +184.0% | -75.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling