+31,416.6%
AVGO vs CAT
+2,508.6%
+28,908.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.9% |
| 30D | -14.4% | -6.6% | -7.9% | -11.4% |
| 3M | -14.4% | -13.3% | -1.1% | -8.3% |
| 6M | +13.1% | +11.6% | +1.5% | +5.2% |
| YTD | +3.8% | +42.9% | -39.2% | -15.9% |
| 1Y | +17.8% | +95.4% | -77.7% | -19.2% |
| 3Y | +325.3% | +196.6% | +128.7% | +133.8% |
| 5Y | +689.9% | +321.7% | +368.3% | +252.4% |
| 10Y | +2,597.0% | +1,140.8% | +1,456.2% | +526.2% |
| All | +31,416.6% | +2,508.6% | +28,908.0% | +5,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling