+720.4%
AVGO vs CCI
-50.7%
+771.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -13.8% | +0.5% | -14.3% | -13.9% |
| 3M | -6.9% | -16.3% | +9.3% | -6.2% |
| 6M | +11.9% | -13.9% | +25.9% | +12.4% |
| YTD | +6.9% | -12.4% | +19.3% | +6.9% |
| 1Y | +7.4% | -15.2% | +22.6% | +7.7% |
| 3Y | +345.6% | -9.9% | +355.4% | +316.6% |
| All | +720.4% | -50.7% | +771.1% | +858.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling