+198.3%
AVGO vs CORZ
+225.9%
-27.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.3% |
| 7D | -0.8% | +7.6% | -8.4% | -2.6% |
| 30D | -13.7% | -6.9% | -6.8% | -12.6% |
| 3M | -6.9% | -33.0% | +26.1% | +0.8% |
| 6M | +5.8% | +19.3% | -13.6% | 0.0% |
| YTD | +5.7% | +24.2% | -18.6% | -1.7% |
| 1Y | +9.0% | +24.5% | -15.5% | +1.0% |
| All | +198.3% | +225.9% | -27.7% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling