+525.7%
AVGO vs COR
+192.5%
+333.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +8.6% |
| 7D | -0.9% | +2.3% | -3.2% | -0.9% |
| 30D | -11.6% | +6.8% | -18.4% | -11.7% |
| 3M | -25.2% | +8.1% | -33.3% | -25.3% |
| 6M | -25.4% | +33.0% | -58.4% | -26.7% |
| YTD | -7.2% | +3.0% | -10.2% | -6.3% |
| 1Y | -7.9% | -3.4% | -4.5% | -6.5% |
| 3Y | +262.1% | +80.1% | +182.0% | +222.6% |
| 5Y | +525.7% | +194.7% | +331.0% | +339.5% |
| All | +525.7% | +192.5% | +333.2% | +339.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling