+31,416.6%
AVGO vs CCI
+331.2%
+31,085.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -3.0% | -0.4% | -2.5% | -2.9% |
| 30D | -14.4% | +2.7% | -17.1% | -15.3% |
| 3M | -14.4% | -18.2% | +3.8% | -9.2% |
| 6M | +13.1% | -14.8% | +27.9% | +17.1% |
| YTD | +3.8% | -12.6% | +16.4% | +5.8% |
| 1Y | +17.8% | -16.7% | +34.5% | +21.9% |
| 3Y | +325.3% | -10.5% | +335.8% | +299.2% |
| 5Y | +689.9% | -51.4% | +741.3% | +889.7% |
| 10Y | +2,597.0% | +20.0% | +2,577.0% | +1,965.5% |
| All | +31,416.6% | +331.2% | +31,085.4% | +11,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling