+276.6%
AVGO vs CAG
-35.9%
+312.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.0% |
| 7D | +6.1% | -1.8% | +7.8% | +5.5% |
| 30D | -2.7% | +9.7% | -12.3% | +1.7% |
| 3M | -16.9% | +0.5% | -17.4% | -15.7% |
| 6M | -19.1% | +8.9% | -28.1% | -14.4% |
| YTD | +0.3% | -8.4% | +8.7% | +0.9% |
| 1Y | -1.2% | -8.3% | +7.1% | -0.4% |
| All | +276.6% | -35.9% | +312.5% | +240.2% |
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