+67.7%
ASML vs COR
+185.3%
-117.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -9.4% |
| 7D | -19.0% | +2.8% | -21.8% | -18.9% |
| 30D | -25.9% | +7.4% | -33.3% | -25.8% |
| 3M | -19.1% | +7.3% | -26.3% | -18.9% |
| 6M | -5.7% | +11.5% | -17.2% | -5.5% |
| YTD | +27.6% | +1.2% | +26.4% | +29.6% |
| 1Y | +30.8% | -3.3% | +34.1% | +33.2% |
| 3Y | +116.2% | +78.5% | +37.8% | +88.8% |
| 5Y | +67.7% | +183.0% | -115.3% | +21.0% |
| All | +67.7% | +185.3% | -117.6% | +21.0% |
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