+3.6%
QCOM vs COR
-3.1%
+6.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.8% |
| 7D | +2.0% | -1.2% | +3.1% | +1.7% |
| 30D | +1.2% | +7.6% | -6.4% | +2.9% |
| 3M | +9.1% | +5.0% | +4.1% | +10.2% |
| 6M | -25.0% | +35.3% | -60.3% | -19.6% |
| YTD | +4.8% | +4.2% | +0.6% | +10.0% |
| 1Y | +3.6% | -3.4% | +7.0% | +6.6% |
| All | +3.6% | -3.1% | +6.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling