+32,043.9%
AVGO vs CCI
+417.4%
+31,626.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +25.0% | -1.4% | +26.4% | +25.5% |
| 30D | +2.0% | +12.7% | -10.8% | -2.3% |
| 3M | -12.3% | +23.0% | -35.3% | -18.9% |
| 6M | -12.8% | +0.6% | -13.4% | -14.8% |
| YTD | +5.9% | +4.9% | +1.0% | +0.7% |
| 1Y | +3.3% | +0.7% | +2.7% | 0.0% |
| 3Y | +293.1% | +10.2% | +282.9% | +241.2% |
| 5Y | +606.7% | -36.4% | +643.2% | +691.8% |
| 10Y | +2,733.6% | +66.6% | +2,667.0% | +1,778.9% |
| All | +32,043.9% | +417.4% | +31,626.5% | +10,611.9% |
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