-10.2%
AVGO vs CLF
+14.6%
-24.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.0% | +1.8% | +7.2% |
| 7D | -0.9% | -14.1% | +13.2% | +2.1% |
| 30D | -11.6% | -5.5% | -6.1% | -10.8% |
| 3M | -25.2% | 0.0% | -25.2% | -25.6% |
| 6M | -25.4% | +11.3% | -36.7% | -27.5% |
| YTD | -7.2% | -7.7% | +0.5% | -13.0% |
| All | -10.2% | +14.6% | -24.8% | -27.4% |
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 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