+2,106.6%
AVGO vs CMS
+126.5%
+1,980.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.0% |
| 7D | -9.9% | -0.5% | -9.4% | -9.9% |
| 30D | -22.0% | +7.2% | -29.2% | -23.1% |
| 3M | -30.0% | -1.3% | -28.8% | -30.0% |
| 6M | -30.7% | -4.3% | -26.4% | -30.5% |
| YTD | -14.7% | +2.1% | -16.8% | -15.9% |
| 1Y | -16.8% | -0.6% | -16.2% | -17.5% |
| 3Y | +244.4% | +38.0% | +206.4% | +200.8% |
| 5Y | +474.0% | +33.6% | +440.4% | +400.6% |
| All | +2,106.6% | +126.5% | +1,980.1% | +1,551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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