+711.1%
AVGO vs CAG
-41.8%
+752.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.3% |
| 7D | -0.8% | -6.6% | +5.8% | -2.1% |
| 30D | -13.7% | +2.3% | -16.0% | -13.3% |
| 3M | -6.9% | +16.3% | -23.2% | -3.9% |
| 6M | +5.8% | -16.0% | +21.8% | +4.8% |
| YTD | +5.7% | -7.7% | +13.4% | +6.1% |
| 1Y | +9.0% | -16.0% | +25.1% | +8.8% |
| 3Y | +340.5% | -37.7% | +378.2% | +327.6% |
| 5Y | +711.1% | -41.2% | +752.3% | +708.1% |
| All | +711.1% | -41.8% | +752.8% | +708.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling