+14,904.6%
AVGO vs CG
+351.2%
+14,553.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | -3.0% | -4.3% | +1.4% | -1.1% |
| 30D | -14.4% | -5.1% | -9.4% | -12.7% |
| 3M | -14.4% | +8.7% | -23.1% | -18.2% |
| 6M | +13.1% | -9.2% | +22.4% | +16.4% |
| YTD | +3.8% | -18.9% | +22.7% | +11.3% |
| 1Y | +17.8% | -25.6% | +43.4% | +30.8% |
| 3Y | +325.3% | +57.3% | +268.0% | +232.1% |
| 5Y | +689.9% | +10.2% | +679.8% | +590.0% |
| 10Y | +2,597.0% | +364.2% | +2,232.8% | +1,261.3% |
| All | +14,904.6% | +351.2% | +14,553.4% | +7,781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling