-2.1%
AVGO vs CL
+26.3%
-28.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +3.9% |
| 7D | +6.1% | -0.8% | +6.8% | +5.5% |
| 30D | -2.7% | +9.5% | -12.2% | +3.1% |
| 3M | -16.9% | +6.8% | -23.6% | -13.4% |
| 6M | -19.1% | +14.3% | -33.4% | -11.7% |
| YTD | +0.3% | +27.0% | -26.7% | +20.3% |
| All | -2.1% | +26.3% | -28.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling