+4,307.6%
AVGO vs CFG
+347.0%
+3,960.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | -9.9% | -0.9% | -9.0% | -9.6% |
| 30D | -22.0% | +1.1% | -23.1% | -22.3% |
| 3M | -30.0% | -12.0% | -18.0% | -26.6% |
| 6M | -30.7% | -2.2% | -28.5% | -30.7% |
| YTD | -14.7% | +11.4% | -26.1% | -19.4% |
| 1Y | -16.8% | +27.8% | -44.6% | -25.7% |
| 3Y | +244.4% | +173.3% | +71.1% | +122.4% |
| 5Y | +474.0% | +62.4% | +411.6% | +341.5% |
| 10Y | +2,122.6% | +249.6% | +1,873.0% | +904.8% |
| All | +4,307.6% | +347.0% | +3,960.6% | +1,606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling