+2,300.3%
AVGO vs CLF
+92.7%
+2,207.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.0% | +1.8% | +7.3% |
| 7D | -0.9% | -14.1% | +13.2% | +2.4% |
| 30D | -11.6% | -5.5% | -6.1% | -10.8% |
| 3M | -25.2% | 0.0% | -25.2% | -25.7% |
| 6M | -25.4% | +11.3% | -36.7% | -28.5% |
| YTD | -7.2% | -7.7% | +0.5% | -8.9% |
| 1Y | -7.9% | +17.5% | -25.4% | -14.1% |
| 3Y | +262.1% | -25.4% | +287.5% | +246.9% |
| 5Y | +525.7% | -46.0% | +571.7% | +514.4% |
| 10Y | +2,300.3% | +80.1% | +2,220.2% | +1,456.0% |
| All | +2,300.3% | +92.7% | +2,207.7% | +1,456.0% |
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