+31,416.6%
AVGO vs CMS
+826.3%
+30,590.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | -14.4% | -3.6% | -10.8% | -13.6% |
| 3M | -14.4% | -1.9% | -12.5% | -14.5% |
| 6M | +13.1% | -11.0% | +24.1% | +16.3% |
| YTD | +3.8% | +0.2% | +3.6% | +2.6% |
| 1Y | +17.8% | -1.3% | +19.1% | +16.6% |
| 3Y | +325.3% | +35.9% | +289.3% | +262.4% |
| 5Y | +689.9% | +23.1% | +666.8% | +591.8% |
| 10Y | +2,597.0% | +117.9% | +2,479.1% | +1,680.8% |
| All | +31,416.6% | +826.3% | +30,590.3% | +7,708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling