+2,664.2%
AVGO vs CB
+219.1%
+2,445.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -3.0% | +0.5% | -3.4% | -3.2% |
| 30D | -14.4% | -3.1% | -11.3% | -13.6% |
| 3M | -14.4% | +9.0% | -23.4% | -18.0% |
| 6M | +13.1% | +2.9% | +10.3% | +10.5% |
| YTD | +3.8% | +10.1% | -6.3% | -1.6% |
| 1Y | +17.8% | +22.8% | -5.0% | +6.1% |
| 3Y | +325.3% | +73.8% | +251.5% | +214.6% |
| 5Y | +689.9% | +99.2% | +590.8% | +436.6% |
| All | +2,664.2% | +219.1% | +2,445.1% | +1,341.3% |
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