+31,416.6%
AVGO vs CF
+1,063.3%
+30,353.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | -3.0% | +6.0% | -9.0% | -4.2% |
| 30D | -14.4% | +14.8% | -29.3% | -17.2% |
| 3M | -14.4% | +14.1% | -28.5% | -17.3% |
| 6M | +13.1% | +28.5% | -15.4% | +4.3% |
| YTD | +3.8% | +74.9% | -71.2% | -11.5% |
| 1Y | +17.8% | +61.7% | -43.9% | +2.0% |
| 3Y | +325.3% | +80.3% | +244.9% | +248.6% |
| 5Y | +689.9% | +226.0% | +464.0% | +418.0% |
| 10Y | +2,597.0% | +569.9% | +2,027.1% | +1,255.7% |
| All | +31,416.6% | +1,063.3% | +30,353.3% | +12,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling