+31,416.6%
AVGO vs CAG
+86.2%
+31,330.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -3.0% | -3.8% | +0.8% | -2.4% |
| 30D | -14.4% | +3.1% | -17.6% | -14.9% |
| 3M | -14.4% | +23.5% | -37.9% | -17.4% |
| 6M | +13.1% | -14.8% | +28.0% | +15.7% |
| YTD | +3.8% | -5.4% | +9.2% | +3.8% |
| 1Y | +17.8% | -11.8% | +29.6% | +19.0% |
| 3Y | +325.3% | -36.7% | +361.9% | +348.5% |
| 5Y | +689.9% | -40.3% | +730.2% | +737.1% |
| 10Y | +2,597.0% | -37.0% | +2,634.0% | +2,579.8% |
| All | +31,416.6% | +86.2% | +31,330.5% | +18,159.8% |
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