+2,755.4%
AVGO vs CI
+142.6%
+2,612.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.4% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | -13.8% | -1.8% | -12.0% | -13.5% |
| 3M | -6.9% | -4.2% | -2.7% | -6.4% |
| 6M | +11.9% | +2.7% | +9.2% | +9.7% |
| YTD | +6.9% | +1.9% | +5.0% | +4.7% |
| 1Y | +7.4% | -6.3% | +13.7% | +6.6% |
| 3Y | +345.6% | +3.9% | +341.7% | +304.4% |
| 5Y | +718.9% | +41.9% | +677.0% | +535.3% |
| 10Y | +2,755.4% | +140.4% | +2,615.0% | +1,743.0% |
| All | +2,755.4% | +142.6% | +2,612.8% | +1,743.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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