+39.7%
AVGO vs CAI
-14.7%
+54.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -0.9% | -4.5% |
| 7D | +18.2% | -8.7% | +26.8% | +18.9% |
| 30D | +0.2% | -23.8% | +24.1% | +2.5% |
| 3M | -16.8% | +3.9% | -20.7% | -15.7% |
| 6M | -16.5% | +56.8% | -73.3% | -16.6% |
| YTD | +0.8% | -14.6% | +15.4% | +2.1% |
| 1Y | +2.8% | -5.2% | +8.0% | +4.1% |
| All | +39.7% | -14.7% | +54.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling