+25,809.4%
AVGO vs CLS
+2,381.2%
+23,428.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -9.9% | -22.2% | +12.2% | -0.3% |
| 30D | -22.0% | -44.4% | +22.4% | -1.7% |
| 3M | -30.0% | -34.3% | +4.2% | -18.9% |
| 6M | -30.7% | -50.1% | +19.3% | -12.0% |
| YTD | -14.7% | -30.1% | +15.4% | -8.8% |
| 1Y | -16.8% | -39.3% | +22.6% | -6.4% |
| 3Y | +244.4% | +732.7% | -488.3% | +28.1% |
| 5Y | +474.0% | +1,777.2% | -1,303.2% | +52.1% |
| 10Y | +2,122.6% | +1,645.6% | +477.0% | +419.3% |
| All | +25,809.4% | +2,381.2% | +23,428.2% | +4,756.8% |
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 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