+2,628.7%
AVGO vs CF
+569.3%
+2,059.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | -3.0% | +6.0% | -9.0% | -4.1% |
| 30D | -14.4% | +14.8% | -29.3% | -16.8% |
| 3M | -14.4% | +14.1% | -28.5% | -17.0% |
| 6M | +13.1% | +28.5% | -15.4% | +5.0% |
| YTD | +3.8% | +74.9% | -71.2% | -10.6% |
| 1Y | +17.8% | +61.7% | -43.9% | +3.0% |
| 3Y | +325.3% | +80.3% | +244.9% | +252.1% |
| 5Y | +689.9% | +226.0% | +464.0% | +409.3% |
| All | +2,628.7% | +569.3% | +2,059.3% | +1,397.9% |
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