+332.9%
AVGO vs CEG
+182.6%
+150.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -1.8% |
| 7D | -3.0% | +8.0% | -11.0% | -6.0% |
| 30D | -14.4% | +12.9% | -27.4% | -18.8% |
| 3M | -14.4% | +13.2% | -27.6% | -19.0% |
| 6M | +13.1% | -7.0% | +20.1% | +14.4% |
| YTD | +3.8% | -15.0% | +18.8% | +8.0% |
| 1Y | +17.8% | -2.7% | +20.5% | +15.4% |
| All | +332.9% | +182.6% | +150.4% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling