+2,475.6%
AVGO vs CME
+301.9%
+2,173.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -8.2% | +10.2% | -18.3% | -11.1% |
| 3M | -21.3% | +17.8% | -39.0% | -25.6% |
| 6M | -22.5% | +11.0% | -33.5% | -26.0% |
| YTD | -3.6% | +17.0% | -20.6% | -10.3% |
| 1Y | -6.7% | +15.8% | -22.5% | -13.0% |
| 3Y | +258.1% | +61.8% | +196.4% | +178.4% |
| 5Y | +560.9% | +72.5% | +488.4% | +388.0% |
| 10Y | +2,475.6% | +288.0% | +2,187.6% | +1,422.2% |
| All | +2,475.6% | +301.9% | +2,173.7% | +1,422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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