+691.7%
AVGO vs CL
+28.4%
+663.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | -3.0% | -2.2% | -0.8% | -3.3% |
| 30D | -14.4% | -4.8% | -9.6% | -15.1% |
| 3M | -14.4% | +4.9% | -19.3% | -13.8% |
| 6M | +13.1% | -5.7% | +18.8% | +12.7% |
| YTD | +3.8% | +14.4% | -10.6% | +5.3% |
| 1Y | +17.8% | +8.7% | +9.0% | +19.7% |
| 3Y | +325.3% | +30.0% | +295.3% | +286.5% |
| All | +691.7% | +28.4% | +663.3% | +601.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling