-19.1%
AVGO vs CLF
+18.4%
-37.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +6.1% | +2.3% | +3.7% | +5.4% |
| 30D | -2.7% | +1.9% | -4.6% | -3.5% |
| 3M | -16.9% | +5.9% | -22.8% | -18.4% |
| 6M | -19.1% | +16.9% | -36.1% | -21.7% |
| All | -19.1% | +18.4% | -37.5% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling