+2,660.6%
AVGO vs CAH
+418.0%
+2,242.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.0% |
| 7D | +18.2% | +3.5% | +14.7% | +17.2% |
| 30D | +0.2% | +13.5% | -13.2% | -2.9% |
| 3M | -16.8% | +21.8% | -38.6% | -21.0% |
| 6M | -16.5% | +51.5% | -68.0% | -25.7% |
| YTD | +0.8% | +38.1% | -37.3% | -8.4% |
| 1Y | +2.8% | +37.7% | -34.9% | -6.5% |
| 3Y | +278.5% | +179.6% | +98.9% | +172.6% |
| 5Y | +573.1% | +504.9% | +68.1% | +266.5% |
| All | +2,660.6% | +418.0% | +2,242.6% | +1,309.2% |
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