+570.0%
AVGO vs CLF
-42.8%
+612.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.5% | -4.0% |
| 7D | +18.2% | +10.4% | +7.8% | +15.7% |
| 30D | +0.2% | +0.6% | -0.3% | -0.2% |
| 3M | -16.8% | +4.1% | -20.9% | -18.1% |
| 6M | -16.5% | +15.1% | -31.6% | -20.5% |
| YTD | +0.8% | -4.7% | +5.6% | -1.9% |
| 1Y | +2.8% | +20.4% | -17.5% | -5.1% |
| 3Y | +278.5% | -23.4% | +301.9% | +258.9% |
| All | +570.0% | -42.8% | +612.8% | +547.6% |
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