+2,770.9%
AVGO vs CMI
+516.5%
+2,254.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +1.1% | -0.7% | +1.9% | +1.5% |
| 30D | -13.0% | -12.4% | -0.6% | -6.5% |
| 3M | -6.0% | -14.8% | +8.8% | +2.2% |
| 6M | +6.4% | +0.8% | +5.6% | +5.0% |
| YTD | +5.0% | +10.2% | -5.2% | -2.4% |
| 1Y | +1.4% | +37.4% | -36.0% | -16.9% |
| 3Y | +336.8% | +153.3% | +183.5% | +155.5% |
| 5Y | +698.2% | +167.6% | +530.6% | +345.3% |
| All | +2,770.9% | +516.5% | +2,254.5% | +966.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling