+345.6%
AVGO vs CG
+56.8%
+288.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | -13.8% | -3.2% | -10.7% | -12.8% |
| 3M | -6.9% | +6.2% | -13.1% | -10.5% |
| 6M | +11.9% | -4.7% | +16.6% | +13.0% |
| YTD | +6.9% | -20.6% | +27.5% | +17.3% |
| 1Y | +7.4% | -26.4% | +33.8% | +22.1% |
| 3Y | +345.6% | +55.4% | +290.2% | +245.7% |
| All | +345.6% | +56.8% | +288.8% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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