+262.1%
AVGO vs CEG
+131.5%
+130.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.5% | -1.7% | +4.5% |
| 7D | -0.9% | +7.3% | -8.2% | -3.7% |
| 30D | -11.6% | -7.4% | -4.3% | -9.0% |
| 3M | -25.2% | +2.5% | -27.6% | -26.5% |
| 6M | -25.4% | -8.8% | -16.7% | -23.7% |
| YTD | -7.2% | -21.5% | +14.3% | -0.7% |
| 1Y | -7.9% | -22.5% | +14.6% | -0.8% |
| 3Y | +262.1% | +133.3% | +128.8% | +156.1% |
| All | +262.1% | +131.5% | +130.6% | +156.1% |
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