+2,856.4%
AVGO vs CME
+280.6%
+2,575.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.8% | -0.6% | -0.1% | -0.6% |
| 30D | -13.7% | +4.7% | -18.4% | -15.1% |
| 3M | -6.9% | +7.8% | -14.8% | -9.7% |
| 6M | +5.8% | -11.0% | +16.8% | +9.0% |
| YTD | +5.7% | +4.0% | +1.7% | +2.4% |
| 1Y | +9.0% | +9.1% | -0.1% | +3.2% |
| 3Y | +340.5% | +52.3% | +288.2% | +247.7% |
| 5Y | +711.1% | +76.1% | +635.0% | +483.1% |
| 10Y | +2,856.4% | +280.6% | +2,575.8% | +1,769.5% |
| All | +2,856.4% | +280.6% | +2,575.8% | +1,769.5% |
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