+244.4%
AVGO vs CL
+38.3%
+206.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | -0.4% |
| 7D | -9.9% | +1.3% | -11.3% | -9.2% |
| 30D | -22.0% | +11.4% | -33.3% | -17.0% |
| 3M | -30.0% | +4.4% | -34.5% | -28.1% |
| 6M | -30.7% | +10.8% | -41.5% | -25.9% |
| YTD | -14.7% | +25.1% | -39.8% | -2.3% |
| 1Y | -16.8% | +28.0% | -44.8% | -3.3% |
| 3Y | +244.4% | +37.6% | +206.8% | +276.8% |
| All | +244.4% | +38.3% | +206.2% | +276.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling