+196.3%
AVGO vs CORZ
+223.2%
-26.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.5% |
| 7D | +1.1% | +0.3% | +0.9% | +1.0% |
| 30D | -13.0% | -14.0% | +1.0% | -10.1% |
| 3M | -6.0% | -34.1% | +28.1% | +2.1% |
| 6M | +6.4% | +8.5% | -2.1% | +2.8% |
| YTD | +5.0% | +23.2% | -18.2% | -2.2% |
| 1Y | +1.4% | +15.4% | -14.0% | -4.7% |
| All | +196.3% | +223.2% | -26.9% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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