+2,300.3%
AVGO vs CFG
+248.3%
+2,052.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.8% | +7.7% |
| 7D | -0.9% | +0.3% | -1.1% | -0.8% |
| 30D | -11.6% | +3.2% | -14.9% | -12.6% |
| 3M | -25.2% | -9.7% | -15.5% | -22.4% |
| 6M | -25.4% | +3.6% | -29.1% | -27.0% |
| YTD | -7.2% | +14.7% | -21.9% | -12.9% |
| 1Y | -7.9% | +29.6% | -37.5% | -17.6% |
| 3Y | +262.1% | +190.6% | +71.6% | +134.0% |
| 5Y | +525.7% | +67.1% | +458.6% | +383.7% |
| 10Y | +2,300.3% | +237.0% | +2,063.3% | +1,502.0% |
| All | +2,300.3% | +248.3% | +2,052.1% | +1,502.0% |
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