+278.5%
AVGO vs CFG
+191.5%
+87.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | +18.2% | +3.2% | +15.0% | +16.9% |
| 30D | +0.2% | +5.1% | -4.9% | -1.4% |
| 3M | -16.8% | -11.2% | -5.6% | -13.3% |
| 6M | -16.5% | +9.6% | -26.0% | -20.0% |
| YTD | +0.8% | +15.0% | -14.2% | -5.8% |
| 1Y | +2.8% | +29.9% | -27.0% | -8.7% |
| 3Y | +278.5% | +192.1% | +86.5% | +168.0% |
| All | +278.5% | +191.5% | +87.0% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling