+241.9%
AVGO vs CF
+56.6%
+185.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.2% | -16.6% | -9.9% |
| 7D | -15.5% | +0.4% | -15.9% | -15.3% |
| 30D | -22.4% | +2.2% | -24.6% | -22.1% |
| 3M | -30.2% | +2.1% | -32.3% | -29.9% |
| 6M | -31.6% | -6.5% | -25.0% | -31.3% |
| YTD | -15.3% | +55.6% | -70.9% | -16.3% |
| 1Y | -18.2% | +42.3% | -60.5% | -18.6% |
| All | +241.9% | +56.6% | +185.2% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling