+107.0%
ASML vs CORZ
+222.3%
-115.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | +8.4% | -7.3% | -0.4% |
| 30D | +2.2% | -17.8% | +20.0% | +5.4% |
| 3M | -2.3% | -35.9% | +33.6% | +4.4% |
| 6M | +23.0% | +12.9% | +10.0% | +20.3% |
| YTD | +61.1% | +22.9% | +38.2% | +55.5% |
| 1Y | +129.1% | +31.4% | +97.8% | +118.5% |
| All | +107.0% | +222.3% | -115.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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