+691.7%
AVGO vs CAT
+322.3%
+369.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -3.0% | +1.7% | -4.7% | -3.9% |
| 30D | -14.4% | -6.6% | -7.9% | -11.3% |
| 3M | -14.4% | -13.3% | -1.1% | -8.1% |
| 6M | +13.1% | +11.6% | +1.5% | +4.5% |
| YTD | +3.8% | +42.9% | -39.2% | -17.3% |
| 1Y | +17.8% | +95.4% | -77.7% | -21.5% |
| 3Y | +325.3% | +196.6% | +128.7% | +126.3% |
| All | +691.7% | +322.3% | +369.3% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling