+718.9%
AVGO vs CHRW
+90.3%
+628.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.7% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | -13.8% | +0.9% | -14.8% | -14.0% |
| 3M | -6.9% | -19.9% | +13.0% | -4.3% |
| 6M | +11.9% | -15.8% | +27.7% | +13.8% |
| YTD | +6.9% | -5.6% | +12.5% | +5.8% |
| 1Y | +7.4% | +21.0% | -13.6% | +1.0% |
| 3Y | +345.6% | +86.0% | +259.5% | +269.3% |
| 5Y | +718.9% | +88.6% | +630.3% | +567.7% |
| All | +718.9% | +90.3% | +628.6% | +567.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling