+2,062.4%
AVGO vs CF
+561.7%
+1,500.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -9.9% | -3.2% | -6.8% | -9.5% |
| 30D | -22.0% | +4.3% | -26.3% | -22.9% |
| 3M | -30.0% | +2.8% | -32.8% | -30.9% |
| 6M | -30.7% | +0.6% | -31.3% | -31.7% |
| YTD | -14.7% | +56.6% | -71.3% | -25.4% |
| 1Y | -16.8% | +49.6% | -66.4% | -26.6% |
| 3Y | +244.4% | +61.5% | +182.9% | +190.0% |
| 5Y | +474.0% | +124.0% | +350.1% | +309.5% |
| All | +2,062.4% | +561.7% | +1,500.7% | +1,158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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