+32,355.3%
AVGO vs CMG
+1,818.8%
+30,536.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -13.8% | +12.7% | -26.6% | -17.2% |
| 3M | -6.9% | +26.3% | -33.2% | -14.8% |
| 6M | +11.9% | +4.5% | +7.4% | +8.2% |
| YTD | +6.9% | -0.1% | +7.0% | +4.4% |
| 1Y | +7.4% | -6.8% | +14.2% | +5.9% |
| 3Y | +345.6% | -5.0% | +350.6% | +329.3% |
| 5Y | +718.9% | -3.0% | +721.9% | +667.2% |
| 10Y | +2,755.4% | +323.6% | +2,431.8% | +1,632.7% |
| All | +32,355.3% | +1,818.8% | +30,536.5% | +12,455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling