+30,513.3%
AVGO vs CCI
+424.0%
+30,089.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.0% | -5.2% |
| 7D | +18.2% | +2.5% | +15.6% | +17.2% |
| 30D | +0.2% | +14.4% | -14.2% | -4.5% |
| 3M | -16.8% | +21.7% | -38.5% | -22.8% |
| 6M | -16.5% | +4.0% | -20.5% | -19.4% |
| YTD | +0.8% | +6.2% | -5.4% | -4.5% |
| 1Y | +2.8% | +5.4% | -2.6% | -2.3% |
| 3Y | +278.5% | +11.7% | +266.8% | +227.0% |
| 5Y | +573.1% | -35.6% | +608.7% | +650.8% |
| 10Y | +2,598.7% | +68.7% | +2,529.9% | +1,681.7% |
| All | +30,513.3% | +424.0% | +30,089.3% | +10,057.5% |
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 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