+31,416.6%
AVGO vs CLS
+3,649.7%
+27,766.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.0% | +4.6% | -7.5% | -5.3% |
| 30D | -14.4% | -13.9% | -0.5% | -10.3% |
| 3M | -14.4% | -26.6% | +12.1% | -5.5% |
| 6M | +13.1% | +15.4% | -2.3% | +1.4% |
| YTD | +3.8% | +5.7% | -1.9% | -5.0% |
| 1Y | +17.8% | +41.1% | -23.3% | -5.8% |
| 3Y | +325.3% | +1,228.6% | -903.3% | +32.0% |
| 5Y | +689.9% | +3,240.6% | -2,550.7% | +67.8% |
| 10Y | +2,597.0% | +2,760.3% | -163.3% | +422.3% |
| All | +31,416.6% | +3,649.7% | +27,766.9% | +4,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling