+977.0%
AVGO vs CIFR
+60.2%
+916.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.7% | -0.4% |
| 7D | +1.0% | -8.2% | +9.3% | +1.8% |
| 30D | -13.3% | -7.4% | -5.9% | -13.1% |
| 3M | -2.9% | -24.2% | +21.3% | -1.9% |
| 6M | +5.7% | +14.2% | -8.5% | +2.3% |
| YTD | +4.6% | +8.0% | -3.4% | +0.9% |
| 1Y | -1.6% | +55.5% | -57.2% | -9.1% |
| 3Y | +336.2% | +429.6% | -93.3% | +248.1% |
| 5Y | +695.6% | +20.8% | +674.9% | +532.5% |
| All | +977.0% | +60.2% | +916.8% | +698.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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