+18.3%
QCOM vs CORZ
+161.6%
-143.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | +4.3% | +23.5% | -19.2% | +1.1% |
| 30D | -0.1% | +7.5% | -7.6% | -1.4% |
| 3M | +5.2% | -26.6% | +31.8% | +8.8% |
| 6M | -18.4% | -39.5% | +21.1% | -13.8% |
| YTD | +2.4% | -0.3% | +2.7% | +0.7% |
| 1Y | +0.9% | -4.2% | +5.1% | -0.5% |
| All | +18.3% | +161.6% | -143.3% | -7.0% |
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 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