-1.2%
AVGO vs CLF
+27.9%
-29.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +6.1% | +2.3% | +3.7% | +5.5% |
| 30D | -2.7% | +1.9% | -4.6% | -3.4% |
| 3M | -16.9% | +5.9% | -22.8% | -18.4% |
| 6M | -19.1% | +16.9% | -36.1% | -22.3% |
| YTD | +0.3% | -1.1% | +1.3% | -7.4% |
| 1Y | -1.2% | +28.8% | -30.0% | -21.5% |
| All | -1.2% | +27.9% | -29.1% | -21.5% |
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