+711.1%
AVGO vs CLX
-37.0%
+748.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.2% |
| 7D | -0.8% | -4.9% | +4.2% | -0.8% |
| 30D | -13.7% | -15.8% | +2.1% | -13.9% |
| 3M | -6.9% | -7.9% | +1.0% | -7.0% |
| 6M | +5.8% | -19.0% | +24.8% | +6.3% |
| YTD | +5.7% | -7.9% | +13.6% | +5.5% |
| 1Y | +9.0% | -25.4% | +34.4% | +10.2% |
| 3Y | +340.5% | -35.0% | +375.5% | +345.2% |
| 5Y | +711.1% | -36.8% | +747.8% | +678.2% |
| All | +711.1% | -37.0% | +748.0% | +678.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling