+9.0%
AVGO vs CCL
-26.7%
+35.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.8% |
| 7D | -0.8% | -4.4% | +3.6% | -0.1% |
| 30D | -13.7% | -18.2% | +4.5% | -11.1% |
| 3M | -6.9% | -17.7% | +10.8% | -4.3% |
| 6M | +5.8% | -13.0% | +18.8% | +6.7% |
| YTD | +5.7% | -24.5% | +30.1% | +7.2% |
| 1Y | +9.0% | -26.9% | +36.0% | +9.3% |
| All | +9.0% | -26.7% | +35.7% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling