-30.7%
AVGO vs CB
+13.6%
-44.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | -1.2% |
| 7D | -9.9% | +0.2% | -10.2% | -9.6% |
| 30D | -22.0% | +9.1% | -31.1% | -13.4% |
| 3M | -30.0% | +3.4% | -33.5% | -26.9% |
| 6M | -30.7% | +14.1% | -44.8% | -13.7% |
| All | -30.7% | +13.6% | -44.3% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling