+2,770.9%
AVGO vs CAG
-36.2%
+2,807.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.1% | -5.7% | +6.8% | +1.3% |
| 30D | -13.0% | -2.4% | -10.6% | -13.0% |
| 3M | -6.0% | +9.8% | -15.8% | -6.4% |
| 6M | +6.4% | -10.8% | +17.2% | +7.2% |
| YTD | +5.0% | -10.8% | +15.8% | +5.5% |
| 1Y | +1.4% | -19.0% | +20.3% | +2.6% |
| 3Y | +336.8% | -39.7% | +376.5% | +349.4% |
| 5Y | +698.2% | -43.0% | +741.2% | +725.2% |
| All | +2,770.9% | -36.2% | +2,807.1% | +2,756.9% |
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