+332.9%
AVGO vs CME
+56.2%
+276.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -3.0% | -1.6% | -1.4% | -3.6% |
| 30D | -14.4% | +6.2% | -20.7% | -12.1% |
| 3M | -14.4% | +10.4% | -24.9% | -10.2% |
| 6M | +13.1% | -9.5% | +22.7% | +10.2% |
| YTD | +3.8% | +6.0% | -2.2% | +8.2% |
| 1Y | +17.8% | +9.3% | +8.5% | +25.0% |
| All | +332.9% | +56.2% | +276.7% | +389.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling