+474.0%
AVGO vs CLF
-51.2%
+525.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.4% |
| 7D | -9.9% | -19.6% | +9.6% | -5.5% |
| 30D | -22.0% | -5.0% | -17.0% | -21.4% |
| 3M | -30.0% | -6.3% | -23.7% | -29.6% |
| 6M | -30.7% | +2.8% | -33.5% | -32.4% |
| YTD | -14.7% | -13.7% | -1.0% | -15.2% |
| 1Y | -16.8% | +13.6% | -30.4% | -22.3% |
| 3Y | +244.4% | -34.0% | +278.4% | +237.9% |
| All | +474.0% | -51.2% | +525.2% | +476.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling