+2,062.4%
AVGO vs CB
+248.0%
+1,814.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -9.9% | +0.2% | -10.2% | -10.0% |
| 30D | -22.0% | +9.1% | -31.1% | -24.4% |
| 3M | -30.0% | +3.4% | -33.5% | -31.1% |
| 6M | -30.7% | +14.1% | -44.8% | -34.8% |
| YTD | -14.7% | +18.0% | -32.7% | -21.2% |
| 1Y | -16.8% | +30.1% | -46.9% | -26.3% |
| 3Y | +244.4% | +71.8% | +172.6% | +158.9% |
| 5Y | +474.0% | +101.8% | +372.2% | +291.4% |
| All | +2,062.4% | +248.0% | +1,814.4% | +1,046.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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