+691.7%
AVGO vs CB
+99.7%
+592.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -3.0% | +0.5% | -3.4% | -3.0% |
| 30D | -14.4% | -3.1% | -11.3% | -14.4% |
| 3M | -14.4% | +9.0% | -23.4% | -15.3% |
| 6M | +13.1% | +2.9% | +10.3% | +12.7% |
| YTD | +3.8% | +10.1% | -6.3% | +2.3% |
| 1Y | +17.8% | +22.8% | -5.0% | +13.5% |
| 3Y | +325.3% | +73.8% | +251.5% | +251.3% |
| All | +691.7% | +99.7% | +592.0% | +517.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling