+31,416.6%
AVGO vs CLF
-47.4%
+31,464.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -3.0% | +7.6% | -10.5% | -4.1% |
| 30D | -14.4% | -1.2% | -13.2% | -14.3% |
| 3M | -14.4% | -13.4% | -1.1% | -13.1% |
| 6M | +13.1% | +15.4% | -2.3% | +9.4% |
| YTD | +3.8% | -5.9% | +9.7% | +2.6% |
| 1Y | +17.8% | +18.8% | -1.0% | +11.4% |
| 3Y | +325.3% | -19.4% | +344.7% | +309.8% |
| 5Y | +689.9% | -47.7% | +737.6% | +687.4% |
| 10Y | +2,597.0% | +130.4% | +2,466.6% | +1,887.4% |
| All | +31,416.6% | -47.4% | +31,464.0% | +25,035.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling