+2,798.6%
AVGO vs CLF
+80.0%
+2,718.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.7% |
| 7D | +25.0% | +16.0% | +9.0% | +21.2% |
| 30D | +2.0% | +1.6% | +0.3% | +1.3% |
| 3M | -12.3% | +6.7% | -19.0% | -14.1% |
| 6M | -12.8% | +21.1% | -33.9% | -17.8% |
| YTD | +5.9% | -1.6% | +7.4% | +2.5% |
| 1Y | +3.3% | +18.5% | -15.2% | -3.8% |
| 3Y | +293.1% | -21.0% | +314.1% | +272.0% |
| 5Y | +606.7% | -41.4% | +648.1% | +582.2% |
| All | +2,798.6% | +80.0% | +2,718.7% | +1,782.2% |
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