+2,770.9%
AVGO vs CMG
+327.5%
+2,443.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.8% |
| 30D | -13.0% | +10.9% | -23.9% | -16.1% |
| 3M | -6.0% | +15.8% | -21.8% | -12.0% |
| 6M | +6.4% | +6.9% | -0.6% | +1.7% |
| YTD | +5.0% | -2.2% | +7.1% | +3.1% |
| 1Y | +1.4% | -7.1% | +8.5% | 0.0% |
| 3Y | +336.8% | -7.1% | +343.9% | +320.9% |
| 5Y | +698.2% | -4.8% | +703.0% | +640.2% |
| All | +2,770.9% | +327.5% | +2,443.4% | +1,765.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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