+2,755.4%
AVGO vs CAT
+1,126.6%
+1,628.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.4% |
| 7D | -0.3% | +5.6% | -5.9% | -3.1% |
| 30D | -13.8% | -2.3% | -11.5% | -12.8% |
| 3M | -6.9% | -10.0% | +3.1% | -2.3% |
| 6M | +11.9% | +21.2% | -9.3% | -0.1% |
| YTD | +6.9% | +44.4% | -37.6% | -13.7% |
| 1Y | +7.4% | +96.3% | -88.9% | -26.2% |
| 3Y | +345.6% | +203.9% | +141.7% | +144.5% |
| 5Y | +718.9% | +333.5% | +385.4% | +268.3% |
| 10Y | +2,755.4% | +1,126.0% | +1,629.3% | +710.6% |
| All | +2,755.4% | +1,126.6% | +1,628.7% | +710.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling