+17.8%
AVGO vs CLF
+20.0%
-2.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | -3.0% | +7.6% | -10.5% | -4.5% |
| 30D | -14.4% | -1.2% | -13.3% | -14.3% |
| 3M | -14.4% | -13.4% | -1.1% | -11.9% |
| 6M | +13.1% | +15.4% | -2.3% | +8.0% |
| YTD | +3.8% | -5.9% | +9.7% | +1.0% |
| 1Y | +17.8% | +18.8% | -1.0% | -1.8% |
| All | +17.8% | +20.0% | -2.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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