+31,416.6%
AVGO vs CI
+1,039.3%
+30,377.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | -14.4% | +4.4% | -18.9% | -15.7% |
| 3M | -14.4% | +0.7% | -15.1% | -15.3% |
| 6M | +13.1% | +0.3% | +12.8% | +11.3% |
| YTD | +3.8% | +3.8% | 0.0% | +0.7% |
| 1Y | +17.8% | -5.5% | +23.3% | +16.3% |
| 3Y | +325.3% | +8.1% | +317.1% | +277.9% |
| 5Y | +689.9% | +42.8% | +647.1% | +509.6% |
| 10Y | +2,597.0% | +143.9% | +2,453.1% | +1,459.0% |
| All | +31,416.6% | +1,039.3% | +30,377.3% | +9,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling