+2,856.4%
AVGO vs CHRW
+170.5%
+2,685.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | +4.1% | -4.8% | -1.7% |
| 30D | -13.7% | +1.9% | -15.6% | -14.2% |
| 3M | -6.9% | -21.2% | +14.2% | -2.2% |
| 6M | +5.8% | -16.7% | +22.4% | +8.8% |
| YTD | +5.7% | -5.4% | +11.0% | +4.1% |
| 1Y | +9.0% | +21.2% | -12.2% | -0.7% |
| 3Y | +340.5% | +86.5% | +254.1% | +235.6% |
| 5Y | +711.1% | +93.0% | +618.0% | +496.5% |
| 10Y | +2,856.4% | +174.5% | +2,681.9% | +1,876.3% |
| All | +2,856.4% | +170.5% | +2,685.9% | +1,876.3% |
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