-6.8%
AVGO vs CAT
+5.5%
-12.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +0.9% |
| 7D | -7.5% | -17.1% | +9.6% | +2.2% |
| 30D | -10.2% | -30.1% | +19.9% | +8.8% |
| 3M | -22.0% | -32.4% | +10.4% | -3.9% |
| 6M | -21.6% | -32.1% | +10.5% | -4.9% |
| YTD | -5.4% | +4.1% | -9.5% | -19.5% |
| 1Y | -6.8% | +8.9% | -15.7% | -23.2% |
| All | -6.8% | +5.5% | -12.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling