+2,856.4%
AVGO vs CLS
+3,003.3%
-146.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -0.8% | +20.1% | -20.9% | -8.7% |
| 30D | -13.7% | +6.0% | -19.8% | -16.7% |
| 3M | -6.9% | -10.3% | +3.4% | -5.3% |
| 6M | +5.8% | +24.5% | -18.7% | -8.5% |
| YTD | +5.7% | +12.9% | -7.2% | -6.4% |
| 1Y | +9.0% | +36.7% | -27.7% | -12.6% |
| 3Y | +340.5% | +1,328.1% | -987.6% | +27.8% |
| 5Y | +711.1% | +3,682.3% | -2,971.3% | +58.4% |
| 10Y | +2,856.4% | +3,038.3% | -181.9% | +386.8% |
| All | +2,856.4% | +3,003.3% | -146.8% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling