+2,755.4%
AVGO vs CLF
+108.7%
+2,646.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.3% |
| 7D | -0.3% | +6.5% | -6.8% | -1.7% |
| 30D | -13.8% | +0.2% | -14.1% | -14.0% |
| 3M | -6.9% | -3.1% | -3.8% | -7.2% |
| 6M | +11.9% | +25.0% | -13.1% | +5.3% |
| YTD | +6.9% | -7.5% | +14.3% | +5.5% |
| 1Y | +7.4% | +11.5% | -4.1% | +0.8% |
| 3Y | +345.6% | -13.7% | +359.3% | +315.9% |
| 5Y | +718.9% | -47.0% | +765.9% | +708.3% |
| 10Y | +2,755.4% | +116.3% | +2,639.0% | +1,797.4% |
| All | +2,755.4% | +108.7% | +2,646.7% | +1,797.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling