+31,416.6%
AVGO vs CLX
+167.7%
+31,248.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -3.0% | -9.2% | +6.3% | -1.4% |
| 30D | -14.4% | -11.0% | -3.4% | -12.8% |
| 3M | -14.4% | +5.0% | -19.5% | -15.5% |
| 6M | +13.1% | -18.8% | +31.9% | +16.7% |
| YTD | +3.8% | -4.4% | +8.2% | +3.4% |
| 1Y | +17.8% | -21.9% | +39.6% | +22.1% |
| 3Y | +325.3% | -32.8% | +358.0% | +348.1% |
| 5Y | +689.9% | -34.6% | +724.5% | +720.3% |
| 10Y | +2,597.0% | -4.7% | +2,601.7% | +2,164.5% |
| All | +31,416.6% | +167.7% | +31,248.9% | +12,980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling