-5.7%
ASML vs COR
+12.0%
-17.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -11.1% |
| 7D | -19.0% | +2.8% | -21.8% | -17.7% |
| 30D | -25.9% | +7.4% | -33.3% | -23.0% |
| 3M | -19.1% | +7.3% | -26.3% | -15.6% |
| 6M | -5.7% | +11.5% | -17.2% | +3.7% |
| All | -5.7% | +12.0% | -17.7% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling