+570.0%
AVGO vs CMS
+36.3%
+533.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.4% | -4.6% |
| 7D | +18.2% | +1.7% | +16.4% | +18.4% |
| 30D | +0.2% | +6.2% | -6.0% | +0.8% |
| 3M | -16.8% | +0.6% | -17.4% | -16.6% |
| 6M | -16.5% | -1.8% | -14.7% | -16.5% |
| YTD | +0.8% | +3.8% | -3.0% | +0.8% |
| 1Y | +2.8% | -1.8% | +4.6% | +2.8% |
| 3Y | +278.5% | +39.8% | +238.7% | +252.6% |
| All | +570.0% | +36.3% | +533.7% | +527.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling