+30,355.4%
AVGO vs CHRW
+268.2%
+30,087.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.8% |
| 7D | +6.1% | -0.1% | +6.1% | +6.3% |
| 30D | -2.7% | -4.3% | +1.6% | -1.6% |
| 3M | -16.9% | -7.4% | -9.5% | -15.8% |
| 6M | -19.1% | -20.7% | +1.6% | -15.3% |
| YTD | +0.3% | -15.9% | +16.2% | +1.2% |
| 1Y | -1.2% | -9.9% | +8.7% | -2.6% |
| 3Y | +272.4% | +79.0% | +193.5% | +164.9% |
| 5Y | +579.0% | +61.3% | +517.7% | +392.4% |
| 10Y | +2,584.7% | +128.5% | +2,456.2% | +1,457.4% |
| All | +30,355.4% | +268.2% | +30,087.2% | +12,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling