+2,856.4%
AVGO vs CCI
+17.8%
+2,838.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -13.7% | +2.1% | -15.9% | -14.2% |
| 3M | -6.9% | -17.8% | +10.9% | -2.8% |
| 6M | +5.8% | -14.2% | +20.0% | +8.3% |
| YTD | +5.7% | -13.3% | +19.0% | +7.4% |
| 1Y | +9.0% | -16.6% | +25.6% | +11.8% |
| 3Y | +340.5% | -10.8% | +351.3% | +314.2% |
| 5Y | +711.1% | -50.3% | +761.4% | +890.3% |
| 10Y | +2,856.4% | +22.5% | +2,833.9% | +2,581.4% |
| All | +2,856.4% | +17.8% | +2,838.6% | +2,581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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