+84,638.9%
ASML vs COR
+17,545.2%
+67,093.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.6% |
| 7D | +1.1% | +2.8% | -1.7% | +0.5% |
| 30D | +2.2% | +4.5% | -2.3% | +1.1% |
| 3M | -2.3% | +22.7% | -25.0% | -7.2% |
| 6M | +23.0% | -9.7% | +32.7% | +24.3% |
| YTD | +61.1% | -1.4% | +62.5% | +59.4% |
| 1Y | +129.1% | +13.9% | +115.2% | +118.5% |
| 3Y | +165.4% | +94.0% | +71.4% | +119.4% |
| 5Y | +109.5% | +184.0% | -74.6% | +57.3% |
| 10Y | +1,645.7% | +406.8% | +1,239.0% | +1,004.9% |
| All | +84,638.9% | +17,545.2% | +67,093.7% | +29,481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling