+25,809.4%
AVGO vs CI
+1,090.5%
+24,718.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.5% |
| 7D | -9.9% | -1.6% | -8.4% | -9.5% |
| 30D | -22.0% | +5.4% | -27.4% | -23.5% |
| 3M | -30.0% | +7.3% | -37.3% | -31.9% |
| 6M | -30.7% | +5.3% | -36.0% | -33.0% |
| YTD | -14.7% | +8.5% | -23.2% | -18.7% |
| 1Y | -16.8% | +17.1% | -33.9% | -23.0% |
| 3Y | +244.4% | +1.4% | +243.0% | +214.9% |
| 5Y | +474.0% | +50.5% | +423.6% | +334.4% |
| 10Y | +2,122.6% | +168.5% | +1,954.0% | +1,136.5% |
| All | +25,809.4% | +1,090.5% | +24,718.9% | +8,033.4% |
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