+31,416.6%
AVGO vs CHRW
+306.4%
+31,110.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.0% | -1.4% | -1.5% | -2.5% |
| 30D | -14.4% | -3.5% | -11.0% | -13.6% |
| 3M | -14.4% | -19.4% | +5.0% | -9.5% |
| 6M | +13.1% | -21.4% | +34.5% | +19.6% |
| YTD | +3.8% | -7.1% | +10.9% | +2.5% |
| 1Y | +17.8% | +17.8% | 0.0% | +5.6% |
| 3Y | +325.3% | +78.8% | +246.5% | +209.0% |
| 5Y | +689.9% | +83.5% | +606.4% | +452.0% |
| 10Y | +2,597.0% | +160.2% | +2,436.8% | +1,405.9% |
| All | +31,416.6% | +306.4% | +31,110.2% | +12,661.7% |
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 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