+31,416.6%
AVGO vs CME
+874.8%
+30,541.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -1.6% | -1.4% | -2.4% |
| 30D | -14.4% | +6.2% | -20.7% | -16.5% |
| 3M | -14.4% | +10.4% | -24.9% | -18.4% |
| 6M | +13.1% | -9.5% | +22.7% | +16.0% |
| YTD | +3.8% | +6.0% | -2.2% | -0.8% |
| 1Y | +17.8% | +9.3% | +8.5% | +10.5% |
| 3Y | +325.3% | +57.7% | +267.6% | +226.0% |
| 5Y | +689.9% | +77.7% | +612.2% | +461.0% |
| 10Y | +2,597.0% | +281.2% | +2,315.8% | +1,191.7% |
| All | +31,416.6% | +874.8% | +30,541.8% | +8,951.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling