+244.4%
AVGO vs CMS
+35.4%
+209.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | -0.4% |
| 7D | -9.9% | -1.3% | -8.6% | -10.6% |
| 30D | -22.0% | +6.3% | -28.3% | -19.1% |
| 3M | -30.0% | -2.1% | -28.0% | -30.6% |
| 6M | -30.7% | -5.1% | -25.6% | -32.1% |
| YTD | -14.7% | +1.3% | -15.9% | -13.3% |
| 1Y | -16.8% | -1.4% | -15.4% | -16.4% |
| 3Y | +244.4% | +36.9% | +207.5% | +284.8% |
| All | +244.4% | +35.4% | +209.0% | +284.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling