+216.5%
QCOM vs COR
+524.4%
-308.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -6.6% | +5.1% | -11.8% | -7.5% |
| 3M | +3.7% | +2.8% | +0.9% | +3.0% |
| 6M | -13.3% | +32.5% | -45.9% | -18.9% |
| YTD | -1.8% | -0.7% | -1.1% | -2.9% |
| 1Y | -2.5% | -6.7% | +4.2% | -2.1% |
| 3Y | +47.0% | +73.7% | -26.8% | +21.7% |
| 5Y | +13.1% | +177.9% | -164.8% | -20.2% |
| All | +216.5% | +524.4% | -308.0% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling