+30,355.4%
AVGO vs COR
+2,420.3%
+27,935.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +6.1% | -1.2% | +7.2% | +6.7% |
| 30D | -2.7% | +7.6% | -10.3% | -5.0% |
| 3M | -16.9% | +5.0% | -21.9% | -18.5% |
| 6M | -19.1% | +35.3% | -54.4% | -28.1% |
| YTD | +0.3% | +4.2% | -3.9% | -3.1% |
| 1Y | -1.2% | -3.4% | +2.2% | -1.8% |
| 3Y | +272.4% | +81.1% | +191.3% | +179.5% |
| 5Y | +579.0% | +195.8% | +383.2% | +306.4% |
| 10Y | +2,584.7% | +493.6% | +2,091.2% | +1,007.7% |
| All | +30,355.4% | +2,420.3% | +27,935.0% | +5,091.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling