+345.6%
AVGO vs COR
+87.4%
+258.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +2.7% |
| 7D | -0.3% | -1.9% | +1.6% | -0.6% |
| 30D | -13.8% | +1.5% | -15.4% | -13.5% |
| 3M | -6.9% | +18.7% | -25.6% | -4.7% |
| 6M | +11.9% | -9.0% | +21.0% | +12.3% |
| YTD | +6.9% | -3.3% | +10.2% | +8.6% |
| 1Y | +7.4% | +9.8% | -2.4% | +13.2% |
| 3Y | +345.6% | +87.4% | +258.2% | +458.6% |
| All | +345.6% | +87.4% | +258.1% | +458.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling