+25,809.4%
AVGO vs CAT
+1,694.6%
+24,114.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -9.9% | -10.3% | +0.4% | -4.4% |
| 30D | -22.0% | -31.2% | +9.2% | -4.9% |
| 3M | -30.0% | -34.7% | +4.6% | -12.5% |
| 6M | -30.7% | -39.5% | +8.7% | -10.4% |
| YTD | -14.7% | -1.7% | -13.0% | -15.7% |
| 1Y | -16.8% | -1.1% | -15.7% | -17.7% |
| 3Y | +244.4% | +143.9% | +100.6% | +111.5% |
| 5Y | +474.0% | +194.8% | +279.2% | +210.1% |
| 10Y | +2,122.6% | +739.8% | +1,382.8% | +535.3% |
| All | +25,809.4% | +1,694.6% | +24,114.8% | +5,052.5% |
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