+32,355.3%
AVGO vs CMI
+1,762.9%
+30,592.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +2.9% |
| 7D | -0.3% | +1.9% | -2.2% | -1.3% |
| 30D | -13.8% | -12.5% | -1.3% | -7.6% |
| 3M | -6.9% | -16.2% | +9.3% | +1.8% |
| 6M | +11.9% | +4.9% | +7.1% | +8.4% |
| YTD | +6.9% | +11.1% | -4.3% | -0.6% |
| 1Y | +7.4% | +43.4% | -36.0% | -12.9% |
| 3Y | +345.6% | +154.1% | +191.5% | +166.4% |
| 5Y | +718.9% | +169.5% | +549.4% | +367.7% |
| 10Y | +2,755.4% | +503.8% | +2,251.6% | +932.7% |
| All | +32,355.3% | +1,762.9% | +30,592.5% | +7,158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling