+244.4%
AVGO vs CB
+71.5%
+172.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | 0.0% |
| 7D | -9.9% | +0.2% | -10.2% | -9.8% |
| 30D | -22.0% | +9.1% | -31.1% | -18.8% |
| 3M | -30.0% | +3.4% | -33.5% | -28.6% |
| 6M | -30.7% | +14.1% | -44.8% | -26.2% |
| YTD | -14.7% | +18.0% | -32.7% | -8.1% |
| 1Y | -16.8% | +30.1% | -46.9% | -8.7% |
| 3Y | +244.4% | +71.8% | +172.6% | +271.2% |
| All | +244.4% | +71.5% | +172.9% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling