+2,660.6%
AVGO vs COR
+486.2%
+2,174.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.7% | -5.6% |
| 7D | +18.2% | +7.8% | +10.3% | +15.8% |
| 30D | +0.2% | +7.0% | -6.8% | -1.6% |
| 3M | -16.8% | +16.3% | -33.1% | -20.3% |
| 6M | -16.5% | +41.3% | -57.7% | -25.1% |
| YTD | +0.8% | +7.1% | -6.3% | -2.4% |
| 1Y | +2.8% | -0.8% | +3.6% | +1.9% |
| 3Y | +278.5% | +85.0% | +193.6% | +193.2% |
| 5Y | +573.1% | +203.9% | +369.2% | +321.1% |
| All | +2,660.6% | +486.2% | +2,174.4% | +1,235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling