-6.8%
AVGO vs CMI
+10.9%
-17.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | +1.1% |
| 7D | -7.5% | -11.2% | +3.7% | -1.4% |
| 30D | -10.2% | -9.8% | -0.4% | -5.1% |
| 3M | -22.0% | -25.5% | +3.5% | -9.0% |
| 6M | -21.6% | -27.7% | +6.1% | -7.6% |
| YTD | -5.4% | -6.6% | +1.2% | -8.3% |
| 1Y | -6.8% | +11.7% | -18.5% | -19.6% |
| All | -6.8% | +10.9% | -17.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling