+230.9%
QCOM vs COR
+534.3%
-303.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | +5.8% | +2.3% | +3.4% | +5.4% |
| 30D | -2.3% | +6.8% | -9.1% | -3.6% |
| 3M | +2.7% | +8.1% | -5.4% | +0.9% |
| 6M | -21.0% | +33.0% | -54.0% | -26.2% |
| YTD | +1.8% | +3.0% | -1.2% | -0.1% |
| 1Y | +2.4% | -3.4% | +5.8% | +2.1% |
| 3Y | +52.1% | +80.1% | -28.0% | +24.5% |
| 5Y | +14.6% | +194.7% | -180.1% | -20.9% |
| 10Y | +230.9% | +512.3% | -281.4% | +89.4% |
| All | +230.9% | +534.3% | -303.5% | +89.4% |
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