+73,935.6%
ASML vs COR
+18,774.2%
+55,161.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -4.5% |
| 7D | -10.0% | +9.1% | -19.2% | -11.8% |
| 30D | -19.4% | +12.4% | -31.8% | -21.6% |
| 3M | -12.5% | +15.8% | -28.3% | -15.6% |
| 6M | +8.2% | +17.1% | -8.8% | +2.9% |
| YTD | +40.7% | +5.4% | +35.3% | +36.9% |
| 1Y | +46.1% | +3.5% | +42.6% | +42.6% |
| 3Y | +138.5% | +86.0% | +52.5% | +99.2% |
| 5Y | +84.2% | +196.7% | -112.6% | +36.8% |
| 10Y | +1,505.1% | +572.6% | +932.5% | +855.9% |
| All | +73,935.6% | +18,774.2% | +55,161.4% | +25,312.6% |
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