+2,481.8%
AVGO vs CCL
-29.2%
+2,510.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | 0.0% | +5.8% | -5.9% | -1.4% |
| 30D | -8.2% | +17.3% | -25.4% | -11.7% |
| 3M | -21.3% | +11.3% | -32.6% | -23.5% |
| 6M | -22.5% | +18.5% | -41.0% | -26.3% |
| YTD | -3.6% | +2.8% | -6.3% | -6.0% |
| 1Y | -6.7% | +16.7% | -23.4% | -12.3% |
| 3Y | +258.1% | +146.0% | +112.1% | +175.3% |
| 5Y | +560.9% | +33.6% | +527.2% | +441.6% |
| All | +2,481.8% | -29.2% | +2,510.9% | +2,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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