+2,475.6%
AVGO vs CF
+494.2%
+1,981.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.4% |
| 7D | 0.0% | +4.8% | -4.8% | -1.1% |
| 30D | -8.2% | +9.7% | -17.9% | -10.1% |
| 3M | -21.3% | +1.2% | -22.5% | -21.9% |
| 6M | -22.5% | +7.4% | -29.9% | -24.6% |
| YTD | -3.6% | +60.5% | -64.1% | -16.2% |
| 1Y | -6.7% | +50.7% | -57.4% | -17.9% |
| 3Y | +258.1% | +64.8% | +193.3% | +199.6% |
| 5Y | +560.9% | +115.8% | +445.1% | +375.9% |
| 10Y | +2,475.6% | +481.0% | +1,994.6% | +1,288.2% |
| All | +2,475.6% | +494.2% | +1,981.4% | +1,288.2% |
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