+2,660.6%
AVGO vs CB
+250.2%
+2,410.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.1% |
| 7D | +18.2% | +2.9% | +15.2% | +17.1% |
| 30D | +0.2% | +7.3% | -7.1% | -2.2% |
| 3M | -16.8% | +9.4% | -26.2% | -19.5% |
| 6M | -16.5% | +19.6% | -36.1% | -22.6% |
| YTD | +0.8% | +21.5% | -20.7% | -7.8% |
| 1Y | +2.8% | +28.0% | -25.2% | -8.1% |
| 3Y | +278.5% | +74.9% | +203.7% | +183.3% |
| 5Y | +573.1% | +108.1% | +464.9% | +354.0% |
| All | +2,660.6% | +250.2% | +2,410.4% | +1,306.2% |
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