+718.9%
AVGO vs CME
+77.1%
+641.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +2.9% |
| 7D | -0.3% | -2.9% | +2.6% | -0.5% |
| 30D | -13.8% | +5.5% | -19.4% | -13.6% |
| 3M | -6.9% | +11.0% | -17.9% | -6.4% |
| 6M | +11.9% | -9.7% | +21.6% | +12.9% |
| YTD | +6.9% | +4.9% | +2.0% | +7.0% |
| 1Y | +7.4% | +10.1% | -2.7% | +7.1% |
| 3Y | +345.6% | +53.5% | +292.1% | +302.6% |
| 5Y | +718.9% | +77.2% | +641.7% | +570.2% |
| All | +718.9% | +77.1% | +641.7% | +570.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling