-1.2%
AVGO vs CCL
+17.2%
-18.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +6.1% | -1.5% | +7.6% | +6.5% |
| 30D | -2.7% | +16.5% | -19.1% | -5.3% |
| 3M | -16.9% | +11.2% | -28.1% | -18.6% |
| 6M | -19.1% | +22.6% | -41.7% | -22.2% |
| YTD | +0.3% | +2.6% | -2.3% | -3.6% |
| 1Y | -1.2% | +17.0% | -18.1% | -1.6% |
| All | -1.2% | +17.2% | -18.4% | -1.6% |
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 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