+345.6%
AVGO vs CAG
-36.6%
+382.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.5% |
| 7D | -0.3% | -5.3% | +5.0% | -2.3% |
| 30D | -13.8% | +1.0% | -14.8% | -13.4% |
| 3M | -6.9% | +17.4% | -24.3% | -0.5% |
| 6M | +11.9% | -16.8% | +28.7% | +7.6% |
| YTD | +6.9% | -6.8% | +13.7% | +7.2% |
| 1Y | +7.4% | -15.4% | +22.8% | +5.2% |
| 3Y | +345.6% | -37.1% | +382.7% | +313.5% |
| All | +345.6% | -36.6% | +382.2% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling