+2,475.6%
AVGO vs CHRW
+126.6%
+2,349.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | -3.4% | +3.3% | +0.9% |
| 30D | -8.2% | -9.4% | +1.2% | -6.2% |
| 3M | -21.3% | -12.6% | -8.6% | -19.4% |
| 6M | -22.5% | -24.2% | +1.6% | -18.9% |
| YTD | -3.6% | -18.9% | +15.3% | -2.1% |
| 1Y | -6.7% | -13.7% | +7.0% | -6.9% |
| 3Y | +258.1% | +72.6% | +185.6% | +172.2% |
| 5Y | +560.9% | +55.6% | +505.3% | +413.0% |
| 10Y | +2,475.6% | +122.7% | +2,352.9% | +1,650.5% |
| All | +2,475.6% | +126.6% | +2,349.0% | +1,650.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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