+30,513.3%
AVGO vs CAG
+79.2%
+30,434.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -4.9% |
| 7D | +18.2% | -3.3% | +21.5% | +18.6% |
| 30D | +0.2% | +7.7% | -7.4% | -1.0% |
| 3M | -16.8% | -3.2% | -13.6% | -16.8% |
| 6M | -16.5% | +7.0% | -23.4% | -18.0% |
| YTD | +0.8% | -9.0% | +9.8% | +1.0% |
| 1Y | +2.8% | -9.6% | +12.4% | +3.0% |
| 3Y | +278.5% | -36.0% | +314.5% | +295.3% |
| 5Y | +573.1% | -40.9% | +613.9% | +609.2% |
| 10Y | +2,598.7% | -37.3% | +2,636.0% | +2,553.5% |
| All | +30,513.3% | +79.2% | +30,434.1% | +17,665.0% |
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