+30,355.4%
AVGO vs CLF
-44.7%
+30,400.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +6.1% | +2.3% | +3.7% | +5.8% |
| 30D | -2.7% | +1.9% | -4.6% | -3.2% |
| 3M | -16.9% | +5.9% | -22.8% | -18.0% |
| 6M | -19.1% | +16.9% | -36.1% | -22.1% |
| YTD | +0.3% | -1.1% | +1.3% | -2.0% |
| 1Y | -1.2% | +28.8% | -30.0% | -7.3% |
| 3Y | +272.4% | -20.6% | +293.0% | +258.7% |
| 5Y | +579.0% | -41.5% | +620.5% | +565.4% |
| 10Y | +2,584.7% | +87.5% | +2,497.2% | +1,919.9% |
| All | +30,355.4% | -44.7% | +30,400.1% | +23,895.5% |
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 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