+2,770.9%
AVGO vs CAH
+294.8%
+2,476.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.1% | -5.1% | +6.2% | +2.4% |
| 30D | -13.0% | +0.2% | -13.2% | -13.2% |
| 3M | -6.0% | +6.3% | -12.3% | -7.9% |
| 6M | +6.4% | +9.4% | -3.0% | +3.1% |
| YTD | +5.0% | +15.0% | -10.0% | +0.1% |
| 1Y | +1.4% | +55.4% | -54.1% | -11.7% |
| 3Y | +336.8% | +173.8% | +163.0% | +214.8% |
| 5Y | +698.2% | +395.2% | +303.0% | +365.0% |
| All | +2,770.9% | +294.8% | +2,476.1% | +1,510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling