+2,755.4%
AVGO vs CFG
+313.6%
+2,441.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | -0.3% | +2.7% | -3.0% | -1.3% |
| 30D | -13.8% | -3.7% | -10.2% | -12.7% |
| 3M | -6.9% | +9.5% | -16.4% | -10.4% |
| 6M | +11.9% | +22.2% | -10.3% | +3.1% |
| YTD | +6.9% | +22.3% | -15.4% | -2.0% |
| 1Y | +7.4% | +39.4% | -32.0% | -6.7% |
| 3Y | +345.6% | +188.5% | +157.1% | +188.2% |
| 5Y | +718.9% | +101.5% | +617.3% | +488.5% |
| 10Y | +2,755.4% | +308.6% | +2,446.7% | +1,425.7% |
| All | +2,755.4% | +313.6% | +2,441.7% | +1,425.7% |
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