+691.7%
AVGO vs CI
+42.7%
+649.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -3.0% | +1.3% | -4.3% | -3.0% |
| 30D | -14.4% | +4.4% | -18.9% | -14.5% |
| 3M | -14.4% | +0.7% | -15.1% | -14.5% |
| 6M | +13.1% | +0.3% | +12.8% | +13.0% |
| YTD | +3.8% | +3.8% | 0.0% | +3.5% |
| 1Y | +17.8% | -5.5% | +23.3% | +18.2% |
| 3Y | +325.3% | +8.1% | +317.1% | +296.4% |
| All | +691.7% | +42.7% | +649.0% | +540.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling