+600.1%
AVGO vs CEG
+703.5%
-103.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | -13.7% | +8.8% | -22.6% | -16.6% |
| 3M | -6.9% | +17.0% | -23.9% | -12.6% |
| 6M | +5.8% | -8.7% | +14.5% | +7.6% |
| YTD | +5.7% | -16.4% | +22.1% | +10.3% |
| 1Y | +9.0% | -1.8% | +10.8% | +6.9% |
| 3Y | +340.5% | +175.8% | +164.7% | +203.0% |
| All | +600.1% | +703.5% | -103.4% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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