+2,646.4%
AVGO vs CFG
+216.8%
+2,429.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +6.1% | -0.8% | +6.9% | +6.6% |
| 30D | -2.7% | +3.1% | -5.8% | -3.7% |
| 3M | -16.9% | -9.7% | -7.2% | -13.7% |
| 6M | -19.1% | +6.7% | -25.9% | -21.7% |
| YTD | +0.3% | +15.2% | -14.9% | -6.1% |
| 1Y | -1.2% | +28.8% | -30.0% | -11.5% |
| 3Y | +272.4% | +190.1% | +82.4% | +140.0% |
| 5Y | +579.0% | +63.4% | +515.6% | +428.5% |
| All | +2,646.4% | +216.8% | +2,429.6% | +1,554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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