+19.4%
QCOM vs CORZ
+237.5%
-218.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.5% |
| 7D | +5.1% | +16.6% | -11.5% | +2.9% |
| 30D | +4.3% | -10.9% | +15.1% | +5.7% |
| 3M | -19.6% | -31.0% | +11.4% | -16.1% |
| 6M | +29.5% | +26.0% | +3.4% | +24.8% |
| YTD | +3.4% | +28.6% | -25.3% | -1.1% |
| 1Y | +10.9% | +34.5% | -23.6% | +4.8% |
| All | +19.4% | +237.5% | -218.1% | -8.7% |
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