+2,798.6%
AVGO vs CAG
-38.0%
+2,836.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.5% |
| 7D | +25.0% | -6.2% | +31.2% | +25.0% |
| 30D | +2.0% | +7.4% | -5.5% | +1.8% |
| 3M | -12.3% | -1.6% | -10.7% | -12.3% |
| 6M | -12.8% | +6.3% | -19.1% | -13.0% |
| YTD | +5.9% | -10.1% | +15.9% | +6.3% |
| 1Y | +3.3% | -10.2% | +13.6% | +3.7% |
| 3Y | +293.1% | -37.3% | +330.4% | +301.8% |
| 5Y | +606.7% | -41.6% | +648.3% | +627.6% |
| All | +2,798.6% | -38.0% | +2,836.7% | +2,545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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