+32,043.9%
AVGO vs CAG
+77.0%
+31,966.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.8% |
| 7D | +25.0% | -6.2% | +31.2% | +25.9% |
| 30D | +2.0% | +7.4% | -5.5% | +0.7% |
| 3M | -12.3% | -1.6% | -10.7% | -12.5% |
| 6M | -12.8% | +6.3% | -19.1% | -14.4% |
| YTD | +5.9% | -10.1% | +15.9% | +6.2% |
| 1Y | +3.3% | -10.2% | +13.6% | +3.6% |
| 3Y | +293.1% | -37.3% | +330.4% | +312.0% |
| 5Y | +606.7% | -41.6% | +648.3% | +645.8% |
| 10Y | +2,733.6% | -38.1% | +2,771.7% | +2,690.2% |
| All | +32,043.9% | +77.0% | +31,966.9% | +18,580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling