+2,856.4%
AVGO vs COR
+399.7%
+2,456.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | -13.7% | -0.3% | -13.4% | -13.9% |
| 3M | -6.9% | +15.9% | -22.8% | -11.2% |
| 6M | +5.8% | -10.3% | +16.0% | +7.9% |
| YTD | +5.7% | -3.7% | +9.4% | +5.4% |
| 1Y | +9.0% | +9.1% | -0.1% | +4.3% |
| 3Y | +340.5% | +86.6% | +253.9% | +241.8% |
| 5Y | +711.1% | +180.9% | +530.1% | +434.2% |
| 10Y | +2,856.4% | +407.4% | +2,449.0% | +1,501.2% |
| All | +2,856.4% | +399.7% | +2,456.7% | +1,501.2% |
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