+2,300.3%
AVGO vs CMS
+127.7%
+2,172.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.2% | +8.7% |
| 7D | -0.9% | -0.9% | +0.1% | -0.7% |
| 30D | -11.6% | +7.1% | -18.7% | -12.9% |
| 3M | -25.2% | -1.3% | -23.9% | -25.1% |
| 6M | -25.4% | -2.7% | -22.8% | -25.5% |
| YTD | -7.2% | +2.6% | -9.8% | -8.6% |
| 1Y | -7.9% | -2.0% | -5.9% | -8.3% |
| 3Y | +262.1% | +39.6% | +222.5% | +215.2% |
| 5Y | +525.7% | +35.3% | +490.4% | +443.6% |
| 10Y | +2,300.3% | +132.3% | +2,168.0% | +1,695.2% |
| All | +2,300.3% | +127.7% | +2,172.6% | +1,695.2% |
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