+553.0%
AVGO vs CF
+114.0%
+439.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.9% |
| 7D | 0.0% | +4.8% | -4.8% | -0.1% |
| 30D | -8.2% | +9.7% | -17.9% | -8.3% |
| 3M | -21.3% | +1.2% | -22.5% | -21.3% |
| 6M | -22.5% | +7.4% | -29.9% | -22.8% |
| YTD | -3.6% | +60.5% | -64.1% | -7.7% |
| 1Y | -6.7% | +50.7% | -57.4% | -10.2% |
| 3Y | +258.1% | +64.8% | +193.3% | +236.9% |
| All | +553.0% | +114.0% | +439.0% | +464.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling