-6.8%
AVGO vs COR
+5.5%
-12.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -1.6% |
| 7D | -7.5% | +9.1% | -16.6% | -6.7% |
| 30D | -10.2% | +12.4% | -22.6% | -9.2% |
| 3M | -22.0% | +15.8% | -37.8% | -21.1% |
| 6M | -21.6% | +17.1% | -38.7% | -20.1% |
| YTD | -5.4% | +5.4% | -10.9% | -0.2% |
| 1Y | -6.8% | +3.5% | -10.4% | -1.6% |
| All | -6.8% | +5.5% | -12.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling