+31,416.6%
AVGO vs CAH
+1,490.1%
+29,926.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.0% | +5.4% | -8.3% | -4.7% |
| 30D | -14.4% | +3.3% | -17.8% | -15.5% |
| 3M | -14.4% | +22.8% | -37.2% | -20.8% |
| 6M | +13.1% | +11.3% | +1.9% | +7.9% |
| YTD | +3.8% | +21.1% | -17.3% | -4.3% |
| 1Y | +17.8% | +67.2% | -49.5% | -4.2% |
| 3Y | +325.3% | +195.6% | +129.6% | +171.7% |
| 5Y | +689.9% | +413.8% | +276.1% | +294.3% |
| 10Y | +2,597.0% | +309.6% | +2,287.4% | +1,248.8% |
| All | +31,416.6% | +1,490.1% | +29,926.5% | +8,029.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling